NasdaqGM - Delayed Quote USD

First Trust Multi Cap Value AlphaDEX Fund (FAB)

79.30 -0.36 (-0.45%)
At close: April 25 at 4:00 PM EDT

ETF Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the securities that comprise the index. The index is designed to select value stocks from the NASDAQ US 500 Large Cap Index TM, NASDAQ US 600 Mid Cap Index TM and NASDAQ US 700 Small Cap Index TM 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 1.92%
5y Average Return 9.35%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.96
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FABCategory AverageFABCategory AverageFABCategory Average
Alpha -2.26 -2.28 -4.94 -4.13 -5.73 -4.54
BETA 0.96 0.92 1.21 1.08 1.18 1.07
Mean Annual Return 0.82 0.79 1.14 1.06 0.81 0.8
R-squared 70.33 73.89 76.55 78.08 75.88 78.2
Standard Deviation 20.21 18.89 25.4 22.38 20.46 18.28
Sharpe Ratio 0.34 0.34 0.46 0.47 0.41 0.45
Treynor Ratio 5.39 5.42 7.26 7.91 5.48 6.4

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