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First Trust Mid Cap Value AlphaDEX Fund (FNK)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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38.28-1.15 (-2.92%)
As of 09:57AM EDT. Market open.

Risk statistics

3 yearsFNKCategory average
5 yearsFNKCategory average
10 yearsFNKCategory average
Alpha
-3.650.32
-6.290.8
-5.530.03
BETA
1.30.91
1.281.01
1.241.08
Mean annual return
0.960.87
0.751.4
0.890.73
R-squared
71.3674.4
74.3281.53
72.1183.5
Standard deviation
28.7611.38
25.0912.37
20.0718.05
Sharpe ratio
4.890.93
5.031.37
6.770.44
Treynor ratio
5.3111.88
3.6917.57
6.696.04