NasdaqGM - Delayed Quote USD

First Trust Small Cap Core AlphaDEX Fund (FYX)

89.40 +0.59 (+0.66%)
At close: April 26 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 stocks from the NASDAQ US 700 Small Cap Index TM (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 -2.23%
5y Average Return 8.21%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FYXCategory AverageFYXCategory AverageFYXCategory Average
Alpha -8.32 -7.01 -6.27 -5.68 -6.2 -5.46
BETA 1.02 0.99 1.24 1.12 1.22 1.12
Mean Annual Return 0.36 0.44 1.07 0.97 0.82 0.78
R-squared 70.93 74.07 76.33 77.53 72.32 74.12
Standard Deviation 21.38 20.18 26.03 23.29 21.74 19.74
Sharpe Ratio 0.07 0.12 0.41 0.41 0.38 0.4
Treynor Ratio -0.76 0.48 6.16 6.45 5.1 5.53

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