NasdaqGM - Nasdaq Real Time Price USD

First Trust Brazil AlphaDEX Fund (FBZ)

10.98
+0.33
+(3.10%)
At close: May 8 at 4:00:00 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 Brazil 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 18.40%
5y Average Return 12.01%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.16
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FBZCategory AverageFBZCategory AverageFBZCategory Average
Alpha -2.65 -2.9 1.54 1.23 2.79 1
BETA 1.16 1.01 1.23 1.13 1.35 1.32
Mean Annual Return 0.58 0.51 1.18 1.09 0.83 0.67
R-squared 49.09 43.33 44.26 42.48 39.03 42.79
Standard Deviation 26.01 24.61 27.9 26.6 32.26 30.47
Sharpe Ratio 0.09 0.08 0.4 0.4 0.25 0.2
Treynor Ratio -0.86 -1.41 6.46 6.43 1.95 0.98

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