NasdaqGM - Nasdaq Real Time Price USD
First Trust Europe AlphaDEX Fund (FEP)
44.90
-0.04
(-0.09%)
At close: May 16 at 4:00:00 PM EDT
44.90
-0.06
(-0.12%)
After hours: May 16 at 4:05:17 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 Europe 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
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 25.81% |
| 5y Average Return | 14.64% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.22 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FEP | Category Average | FEP | Category Average | FEP | Category Average | |
| Alpha | 2 | 2.32 | 1.33 | 1.77 | 1.06 | 1.38 |
| BETA | 1.22 | 1.07 | 1.23 | 1.1 | 1.2 | 1.07 |
| Mean Annual Return | 0.99 | 0.97 | 1.16 | 1.11 | 0.64 | 0.62 |
| R-squared | 86.42 | 82.45 | 86.72 | 81.42 | 87.74 | 82.44 |
| Standard Deviation | 20.59 | 18.58 | 19.95 | 18.4 | 19.1 | 17.56 |
| Sharpe Ratio | 0.36 | 0.38 | 0.56 | 0.58 | 0.3 | 0.32 |
| Treynor Ratio | 4.58 | 5.52 | 7.96 | 8.81 | 3.3 | 3.96 |
Related Tickers
BLOK Amplify Transformational Data Sharing ETF
47.91
+3.14%
BBP Virtus LifeSci Biotech Products ETF
55.33
+2.29%
XHS SPDR S&P Health Care Services ETF
100.76
+2.13%
XLV The Health Care Select Sector SPDR Fund
133.09
+2.02%
VHT Vanguard Health Care Index Fund ETF Shares
244.47
+1.96%
IYH iShares U.S. Healthcare ETF
55.72
+1.96%
FHLC Fidelity MSCI Health Care Index ETF
63.04
+1.94%
PSCC Invesco S&P SmallCap Consumer Staples ETF
35.92
+1.90%
PSL Invesco Dorsey Wright Consumer Staples Momentum ETF
112.51
+1.72%
XHB SPDR S&P Homebuilders ETF
100.89
+1.69%
TUR iShares MSCI Turkey ETF
32.43
+1.63%
PHO Invesco Water Resources ETF
69.26
+1.58%
REZ iShares Residential and Multisector Real Estate ETF
84.23
+1.49%
UTES Virtus Reaves Utilities ETF
72.22
+1.48%
ITB iShares U.S. Home Construction ETF
95.42
+1.46%
PKB Invesco Building & Construction ETF
79.42
+1.46%
RSPU Invesco S&P 500 Equal Weight Utilities ETF
72.39
+1.44%
FUTY Fidelity MSCI Utilities Index ETF
52.95
+1.44%
VPU Vanguard Utilities Index Fund ETF Shares
177.57
+1.40%
AUSF Global X Adaptive U.S. Factor ETF
44.15
+1.40%
FIW First Trust Water ETF
107.38
+1.39%
PPH VanEck Pharmaceutical ETF
86.10
+1.37%
FXU First Trust Utilities AlphaDEX Fund
43.09
+1.36%
RSPR Invesco S&P 500 Equal Weight Real Estate ETF
35.50
+1.36%
FRI First Trust S&P REIT Index Fund
27.57
+1.34%
PRN Invesco Dorsey Wright Industrials Momentum ETF
149.46
+1.34%
FSMD Fidelity Small-Mid Multifactor ETF
41.36
+1.32%
EVX VanEck Environmental Services ETF
37.22
+1.31%
BBRE JPMorgan BetaBuilders MSCI U.S. REIT ETF
94.08
+1.29%
HOMZ The Hoya Capital Housing ETF
44.33
+1.29%
USRT iShares Core U.S. REIT ETF
57.60
+1.27%
VDC Vanguard Consumer Staples Index Fund ETF Shares
222.43
+1.25%
FBZ First Trust Brazil AlphaDEX Fund
11.26
+1.24%
RWL Invesco S&P 500 Revenue ETF
102.23
+1.23%
PAVE Global X U.S. Infrastructure Development ETF
42.40
+1.22%
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF
75.38
+1.22%
CWS AdvisorShares Focused Equity ETF
69.04
+1.20%
XAR SPDR S&P Aerospace & Defense ETF
189.28
+1.20%
AIRR First Trust RBA American Industrial RenaissanceTM ETF
77.98
+1.19%
RSPN Invesco S&P 500 Equal Weight Industrials ETF
53.11
+1.18%
SPVU Invesco S&P 500 Enhanced Value ETF
51.61
+1.18%
ABFL Abacus FCF Leaders ETF
69.28
+1.17%
REGL ProShares S&P MidCap 400 Dividend Aristocrats ETF
82.46
+1.17%
IAK iShares U.S. Insurance ETF
137.20
+1.17%
FLQM Franklin U.S. Mid Cap Multifactor Index ETF
54.95
+1.16%
IHI iShares U.S. Medical Devices ETF
62.87
+1.16%
KIE SPDR S&P Insurance ETF
59.72
+1.15%
FSTA Fidelity MSCI Consumer Staples Index ETF
51.96
+1.15%
KBWP Invesco KBW Property & Casualty Insurance ETF
124.58
+1.14%
ONEY SPDR Russell 1000 Yield Focus ETF
109.29
+1.14%
XLI The Industrial Select Sector SPDR Fund
143.78
+1.14%
VO Vanguard Mid-Cap Index Fund ETF Shares
274.28
+1.14%
USVM VictoryShares US Small Mid Cap Value Momentum ETF
82.43
+1.14%
VFMO Vanguard U.S. Momentum Factor ETF ETF Shares
164.90
+1.13%
FAD First Trust Multi Cap Growth AlphaDEX Fund
140.51
+1.12%
FYC First Trust Small Cap Growth AlphaDEX Fund
74.96
+1.12%
OUSM ALPS O'Shares U.S. Small-Cap Quality Dividend ETF Shares
43.54
+1.11%
IFRA iShares U.S. Infrastructure ETF
48.36
+1.11%
FNY First Trust Mid Cap Growth AlphaDEX Fund
80.46
+1.11%
RTH VanEck Retail ETF
237.36
+1.09%
ONEO SPDR Russell 1000 Momentum Focus ETF
122.00
+1.08%
VB Vanguard Small-Cap Index Fund ETF Shares
234.74
+1.08%
IWR iShares Russell Mid-Cap ETF
90.74
+1.07%
VOT Vanguard Mid-Cap Growth Index Fund ETF Shares
271.65
+1.07%
JPME JPMorgan Diversified Return U.S. Mid Cap Equity ETF
103.80
+1.07%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF
156.59
+1.06%
FVAL Fidelity Value Factor ETF
62.12
+1.06%
DSTL Distillate U.S. Fundamental Stability & Value ETF
54.76
+1.05%
XMMO Invesco S&P MidCap Momentum ETF
126.00
+1.05%
SPVM Invesco S&P 500 Value with Momentum ETF
59.12
+1.04%
IMCV iShares Morningstar Mid-Cap Value ETF
75.60
+1.04%
FOVL iShares Focused Value Factor ETF
71.79
+1.04%
XRLV Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
55.73
+1.04%
XLB The Materials Select Sector SPDR Fund
87.05
+1.02%
SPHB Invesco S&P 500 High Beta ETF
90.59
+1.00%
DON WisdomTree U.S. MidCap Dividend Fund
50.37
+1.00%
IMCG iShares Morningstar Mid-Cap Growth ETF
78.60
+1.00%
EUSA iShares MSCI USA Equal Weighted ETF
97.77
+1.00%
QTUM Defiance Quantum ETF
84.77
+1.00%
IYK iShares US Consumer Staples ETF
70.74
+1.00%
BFOR Barron's 400 ETF
75.33
+1.00%
RWK Invesco S&P MidCap 400 Revenue ETF
115.36
+0.99%
FMAT Fidelity MSCI Materials Index ETF
49.30
+0.98%
VFMF Vanguard U.S. Multifactor ETF Shares
132.24
+0.98%
VAW Vanguard Materials Index Fund ETF Shares
192.39
+0.98%
XMHQ Invesco S&P MidCap Quality ETF
99.96
+0.98%
IWP iShares Russell Mid-Cap Growth ETF
135.15
+0.98%
SSPY Stratified LargeCap Index ETF
81.25
+0.98%
VTV Vanguard Value Index Fund ETF Shares
173.10
+0.97%
EZM WisdomTree U.S. MidCap Earnings Fund
61.78
+0.96%
IVOV Vanguard S&P Mid-Cap 400 Value Index Fund ETF Shares
94.69
+0.96%
DDIV First Trust Dorsey Wright Momentum & Dividend ETF
37.89
+0.96%
VFQY Vanguard U.S. Quality Factor ETF Shares
141.58
+0.96%
VCR Vanguard Consumer Discretionary Index Fund ETF Shares
362.13
+0.96%
ROUS Hartford Multifactor US Equity ETF
52.98
+0.95%
XLY The Consumer Discretionary Select Sector SPDR Fund
217.67
+0.95%
SDVY First Trust SMID Cap Rising Dividend Achievers ETF
35.31
+0.94%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF
51.91
+0.94%
RDIV Invesco S&P Ultra Dividend Revenue ETF
48.23
+0.94%
DEUS Xtrackers Russell US Multifactor ETF
55.75
+0.94%