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NasdaqGM - Nasdaq Real Time Price USD

First Trust Small Cap Core AlphaDEX Fund (FYX)

90.70
+0.61
+(0.68%)
At close: 4:00:00 PM EDT
90.70
+0.46
+(0.51%)
After hours: 4:05:07 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 -10.85%
5y Average Return 18.33%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.17
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FYXCategory AverageFYXCategory AverageFYXCategory Average
Alpha -9 -7.6 -5.22 -5.91 -6 -5.58
BETA 1.17 1.09 1.26 1.13 1.23 1.12
Mean Annual Return 0.48 0.54 1.31 1.1 0.84 0.77
R-squared 68.89 71.45 71.72 73.2 71.35 72.62
Standard Deviation 23.74 21.77 26.21 23.5 22.16 20.13
Sharpe Ratio 0.06 0.1 0.5 0.45 0.37 0.37
Treynor Ratio -1.19 -0.19 8.19 7.36 4.83 4.96

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