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First Trust Multi Cap Growth AlphaDEX Fund (FAD)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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123.38+0.97 (+0.79%)
As of 10:23AM EDT. Market open.

Risk statistics

3 yearsFADCategory average
5 yearsFADCategory average
10 yearsFADCategory average
Alpha
-6.12-10.4
-3.21-4.67
-2.17-2.84
BETA
1.131.12
1.091.1
1.091.09
Mean annual return
0.33-0.03
10.89
0.980.92
R-squared
88.1579.62
86.8979.46
85.3279.45
Standard deviation
21.1722.44
21.6723.01
18.0218.8
Sharpe ratio
0.04-0.14
0.450.37
0.570.51
Treynor ratio
-1.17-4.95
7.285.64
8.367.58