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First Trust Mid Cap Value AlphaDEX Fund (FNK)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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45.80-0.70 (-1.51%)
At close: 03:59PM EDT

Risk statistics

3 yearsFNKCategory average
5 yearsFNKCategory average
10 yearsFNKCategory average
Alpha
-3.720.32
-6.30.8
-5.390.03
BETA
1.290.91
1.271.01
1.241.08
Mean annual return
1.220.87
0.891.4
0.980.73
R-squared
72.0874.4
74.981.53
72.6683.5
Standard deviation
29.1911.38
25.412.37
20.2518.05
Sharpe ratio
4.610.93
4.751.37
6.520.44
Treynor ratio
7.8811.88
5.0717.57
7.586.04