NasdaqGM - Nasdaq Real Time Price USD
First Trust Multi Cap Value AlphaDEX Fund (FAB)
At close: November 21 at 4:00 PM EST
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
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 13.98% |
| 5y Average Return | 11.65% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.00 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FAB | Category Average | FAB | Category Average | FAB | Category Average | |
| Alpha | -1.92 | -1.74 | -4.8 | -4.24 | -5.71 | -4.4 |
| BETA | 1 | 0.94 | 1.17 | 1.06 | 1.16 | 1.05 |
| Mean Annual Return | 0.69 | 0.67 | 1.12 | 1.03 | 0.8 | 0.81 |
| R-squared | 67.66 | 71.64 | 73.43 | 75.4 | 74.11 | 76.59 |
| Standard Deviation | 20.72 | 19.12 | 24.69 | 21.96 | 20.53 | 18.33 |
| Sharpe Ratio | 0.21 | 0.22 | 0.44 | 0.45 | 0.38 | 0.43 |
| Treynor Ratio | 2.35 | 2.64 | 7.1 | 7.51 | 5.12 | 6.21 |
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