See what your fund actually adds

First Trust Energy AlphaDEX Fund FXN

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FXN compared with its replication portfolio
MeasureFXNReplication
Annualized growth15.8%21.4%
Annualized volatility29.0%26.0%
Sharpe ratio0.650.88
Maximum drawdown28.9%21.6%
Replication fit (R²)0.93 · Tracking error 7.8%

Replication portfolio

The published portfolio below is the investable basket used to model FXN’s historical return behavior.

FXN replication basket weights
TickerBuilding blockWeight
XLESector · Energy94.9%
IWCMicro Cap5.1%