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First Trust Multi Cap Val AlphaDEX® ETF (FAB)


NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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52.8228-0.1561 (-0.2946%)
At close: 3:53PM EDT
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Risk Statistics

3 YearsFABCategory Average
5 YearsFABCategory Average
10 YearsFABCategory Average
Alpha
-5.070.32
-2.210.8
-0.680.03
Beta
1.080.91
1.11.01
1.211.08
Mean Annual Return
0.450.87
1.121.4
0.750.73
R-squared
66.7274.4
71.9581.53
83.3883.5
Standard Deviation
13.7211.38
12.4212.37
20.1718.05
Sharpe Ratio
0.380.93
1.061.37
0.420.44
Treynor Ratio
4.0411.88
1217.57
5.66.04