NasdaqGS - Delayed Quote USD

First Trust Mega Cap AlphaDEX Fund (FMK)

42.92 0.00 (0.00%)
At close: December 11 at 11:40 AM EST

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® Mega Cap Index. The fund will normally invest at least 90% of its net assets (including investment borrowings) in the common stocks that comprise the index. The index is designed to select mega cap stocks from the NASDAQ US 500 Large Cap 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 13.69%
5y Average Return 12.20%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.05
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FMKCategory AverageFMKCategory AverageFMKCategory Average
Alpha -3.45 -1.1 -3.12 -0.96 0 -1.2
BETA 1.05 0.95 1.05 0.98 0 0.99
Mean Annual Return 0.95 0.91 0.99 1.21 0 1.01
R-squared 95.42 93.93 94.91 95.16 0 95.05
Standard Deviation 20.19 17.33 16.45 18.46 0 15.4
Sharpe Ratio 0.48 0.46 0.65 0.67 0 0.69
Treynor Ratio 7.82 7.21 9.4 11.73 0 10.12

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