NasdaqGM - Nasdaq Real Time Price USD

First Trust Mid Cap Core AlphaDEX Fund (FNX)

115.77 +0.05 (+0.04%)
At close: January 2 at 4:00:00 PM EST
114.61 -1.16 (-1.00%)
Pre-Market: 4:40:52 AM 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 stocks from the NASDAQ US 600 Mid 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 0.04%
5y Average Return 11.10%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.12
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FNXCategory AverageFNXCategory AverageFNXCategory Average
Alpha -1.68 -2.65 -3.41 -3.69 -3.92 -3.53
BETA 1.12 1.02 1.2 1.07 1.17 1.06
Mean Annual Return 0.98 0.82 1.3 1.13 0.99 0.92
R-squared 76.82 80.39 80.2 82.85 80.61 82.6
Standard Deviation 22.23 19.76 24.18 21.29 20.02 17.97
Sharpe Ratio 0.34 0.3 0.54 0.52 0.5 0.52
Treynor Ratio 4.99 4.2 9.11 8.8 7.28 7.54

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