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First Trust Consumer Discretionary AlphaDEX Fund (FXD)

59.47 +0.35 (+0.58%)
At close: April 26 at 4:00 PM EDT
58.34 -1.13 (-1.90%)
After hours: April 26 at 4:04 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 a modified equal-dollar weighted index that seeks to objectively identify and select stocks from the Russell 1000® Index in the consumer discretionary sector that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX® selection methodology.

Risk Overview

Performance & Risk

YTD Return 0.98%
5y Average Return 7.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.28
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FXDCategory AverageFXDCategory AverageFXDCategory Average
Alpha -2.67 -5.75 -3.05 -0.29 -1.55 0.85
BETA 1.28 1.28 1.45 1.33 1.31 1.24
Mean Annual Return 0.57 0.32 1.11 1.24 0.86 1.01
R-squared 83.03 73.25 85.63 77.19 78.91 73.62
Standard Deviation 23.3 25.09 27.85 27.09 21.66 21.4
Sharpe Ratio 0.17 0.06 0.4 0.48 0.41 0.51
Treynor Ratio 1.09 -1.22 5.26 7.54 5.13 7.36

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