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First Trust Mid Cap Value AlphaDEX Fund (FNK)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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44.66+0.64 (+1.46%)
At close: 4:00PM EDT

Risk statistics

3 yearsFNKCategory average
5 yearsFNKCategory average
10 yearsFNKCategory average
Alpha
-13.98-3.76
-10.66-2.04
-8.43-1.48
Beta
1.51.06
1.441.12
1.361.26
Mean annual return
1.150.49
1.171.07
0.960.67
R-squared
81.4763.24
77.5769.4
77.9679.68
Standard deviation
30.8214.31
24.6213.86
20.9721.69
Sharpe ratio
0.410.42
0.520.92
0.520.33
Treynor ratio
5.344.82
7.1511.2
6.673.99