FIRST TRUST SWITZERLAND ALPHADEX FUND

Symbol: FSZ

Exchange: NASDAQ

Sector: Healthcare

Category: Miscellaneous Region

Inception Date: 14/02/2012

Latest Date: 02/04/2026

Current Price: $79.39

Expense Ratio: 0.80%

Assets Under Management
$39.6M
0.47% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-5.76%

Volatility

17.75%

Sharpe Ratio

-2.896

VaR 95%

-2.03%

CVaR 95%: -2.08%
Max Drawdown: -7.41%
Sortino Ratio: -5.444
Calmar Ratio: -6.44
Return

-1.54%

Volatility

15.18%

Sharpe Ratio

-0.641

VaR 95%

-1.72%

CVaR 95%: -1.97%
Max Drawdown: -11.01%
Sortino Ratio: -0.984
Calmar Ratio: -0.55
Return

3.84%

Volatility

13.16%

Sharpe Ratio

0.324

VaR 95%

-1.49%

CVaR 95%: -1.83%
Max Drawdown: -11.01%
Sortino Ratio: 0.475
Calmar Ratio: 0.72
Return

19.32%

Volatility

15.92%

Sharpe Ratio

0.991

VaR 95%

-1.50%

CVaR 95%: -2.27%
Max Drawdown: -11.01%
Sortino Ratio: 1.253
Calmar Ratio: 1.76
Return

31.88%

Volatility

14.91%

Sharpe Ratio

0.756

VaR 95%

-1.47%

CVaR 95%: -2.01%
Max Drawdown: -13.93%
Sortino Ratio: 1.065
Calmar Ratio: 1.07
Return

37.99%

Volatility

14.70%

Sharpe Ratio

0.527

VaR 95%

-1.47%

CVaR 95%: -1.96%
Max Drawdown: -13.93%
Sortino Ratio: 0.783
Calmar Ratio: 0.82

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.075%

Best Day

5.219%

09/04/2025
Worst Day

-6.222%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $79.02 $79.39 $79.02 $79.39 600
01/04/2026 $79.91 $79.91 $79.91 $79.91 100
31/03/2026 $78.07 $79.32 $77.79 $79.32 1,100
30/03/2026 $77.95 $78.26 $77.95 $78.14 1,200
27/03/2026 $77.75 $77.76 $77.14 $77.41 1,400
26/03/2026 $79.11 $79.11 $77.92 $78.35 13,400
25/03/2026 $79.37 $79.37 $79.37 $79.37 100
24/03/2026 $78.07 $78.39 $77.85 $78.39 4,000
23/03/2026 $79.72 $79.72 $78.61 $78.61 9,300
20/03/2026 $78.83 $78.83 $76.50 $77.17 4,200