NasdaqGM - Delayed Quote USD

First Trust Multi Cap Growth AlphaDEX Fund (FAD)

146.35 +1.85 (+1.28%)
At close: November 21 at 4:00 PM EST

ETF Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the securities that comprise the index. The index is designed to select growth stocks from the NASDAQ US 500 Large Cap Index TM, NASDAQ US 600 Mid Cap Index TM and NASDAQ US 700 Small Cap Index TM that may generate positive alpha, or risk-adjusted returns, relative to traditional indices through the use of the AlphaDEX? selection methodology.

Risk Overview

Performance & Risk

YTD Return 29.21%
5y Average Return 14.30%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.12
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FADCategory AverageFADCategory AverageFADCategory Average
Alpha -6.23 -10.84 -2.6 -4.9 -1.82 -3.02
BETA 1.12 1.11 1.1 1.1 1.08 1.08
Mean Annual Return 0.39 0 1.22 1.02 1.05 0.94
R-squared 87.57 78.07 86.46 78.21 84.94 78.43
Standard Deviation 20.51 21.86 21.33 22.65 17.86 18.76
Sharpe Ratio 0.04 -0.17 0.57 0.43 0.6 0.51
Treynor Ratio -1.22 -5.17 9.63 7.09 9.02 7.68

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