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First Trust Mid Cap Value AlphaDEX Fund (FNK)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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45.41+0.23 (+0.51%)
At close: 12:57PM EST

Risk statistics

3 yearsFNKCategory average
5 yearsFNKCategory average
10 yearsFNKCategory average
Alpha
-1.240.32
-5.040.8
-5.140.03
BETA
1.260.91
1.261.01
1.241.08
Mean annual return
1.130.87
0.771.4
0.910.73
R-squared
75.5174.4
76.7481.53
74.2683.5
Standard deviation
30.0511.38
26.3712.37
20.8818.05
Sharpe ratio
3.830.93
3.771.37
5.580.44
Treynor ratio
6.7611.88
3.6517.57
6.716.04