NasdaqGM - Delayed Quote USD

First Trust South Korea AlphaDEX Fund (FKO)

20.22 -0.28 (-1.38%)
At close: October 30 at 3:12 PM EDT

ETF Summary

The investment seeks investment results that correspond generally to the price and yield (before the fund's fees and expenses) of an equity index called the NASDAQ AlphaDEX® South Korea Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in the common stocks, depositary receipts, real estate investment trusts ("REITs") and preferred shares that comprise the index. The index is designed to select stocks from the NASDAQ South Korea Index (the "base index") that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX® selection methodology.

Risk Overview

Performance & Risk

YTD Return -2.22%
5y Average Return -1.95%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.18
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FKOCategory AverageFKOCategory AverageFKOCategory Average
Alpha -8.26 -- -7.55 -- 0 --
BETA 1.18 -- 1.11 -- 0 --
Mean Annual Return -0.47 -- 0.02 -- 0 --
R-squared 73.4 -- 64.28 -- 0 --
Standard Deviation 22.34 -- 20.07 -- 0 --
Sharpe Ratio -0.32 -- -0.05 -- 0 --
Treynor Ratio -8 -- -2.65 -- 0 --

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