FNK - First Trust Mid Cap Value AlphaDEX Fund

NasdaqGM - NasdaqGM Real-time price. Currency in USD

Risk statistics

3 yearsFNKCategory average
5 yearsFNKCategory average
10 yearsFNKCategory average
Alpha
5.160.32
-6.680.8
-6.430.03
BETA
10.91
1.281.01
1.231.08
Mean annual return
1.580.87
0.711.4
0.730.73
R-squared
65.174.4
75.3881.53
72.6483.5
Standard deviation
22.2311.38
27.4112.37
21.4818.05
Sharpe ratio
0.780.93
0.251.37
0.360.44
Treynor ratio
16.4411.88
2.4217.57
4.476.04