NasdaqGM - Delayed Quote USD

First Trust China AlphaDEX Fund (FCA)

19.97 +0.19 (+0.96%)
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 stocks from the NASDAQ China Index (the "base index") 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 12.23%
5y Average Return 0.18%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.94
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FCACategory AverageFCACategory AverageFCACategory Average
Alpha -5.51 -11.14 -2.72 -2.41 -0.41 -0.08
BETA 0.94 0.92 0.85 0.83 1.05 0.99
Mean Annual Return -0.21 -0.68 0.31 0.33 0.47 0.48
R-squared 31.87 25.51 34.46 28.3 43.4 35.82
Standard Deviation 27.39 30.9 25.12 27.87 24.02 25.35
Sharpe Ratio -0.24 -0.4 0.05 0.05 0.16 0.16
Treynor Ratio -10.46 -18.25 -2.13 -2.97 1.02 0.82

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