NasdaqGM - Delayed Quote USD

First Trust Mid Cap Growth AlphaDEX Fund (FNY)

81.15 -0.60 (-0.73%)
At close: October 21 at 4:00 PM EDT

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 600 Mid Cap Index TM (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 19.59%
5y Average Return 12.44%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.18
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FNYCategory AverageFNYCategory AverageFNYCategory Average
Alpha -8.13 -11.56 -3.92 -5.34 -2.39 -3.06
BETA 1.18 1.11 1.13 1.1 1.11 1.08
Mean Annual Return 0.52 0.19 1.21 1.05 1.06 0.97
R-squared 82.11 79.06 79.36 78.35 78.16 78.78
Standard Deviation 22.72 22.14 22.9 22.6 19.19 18.61
Sharpe Ratio 0.11 -0.06 0.52 0.45 0.57 0.54
Treynor Ratio -0.05 -3.19 8.89 7.38 8.74 8.06

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