NasdaqGM - Delayed Quote USD
First Trust Small Cap Core AlphaDEX Fund (FYX)
At close: October 15 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 stocks from the NASDAQ US 700 Small 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
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 10.35% |
| 5y Average Return | 12.16% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.07 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FYX | Category Average | FYX | Category Average | FYX | Category Average | |
| Alpha | -6.86 | -6.47 | -5.04 | -5.57 | -4.85 | -4.76 |
| BETA | 1.07 | 1.01 | 1.22 | 1.11 | 1.2 | 1.1 |
| Mean Annual Return | 0.55 | 0.54 | 1.22 | 1.04 | 0.95 | 0.86 |
| R-squared | 68.38 | 70.39 | 72.3 | 73.83 | 70.85 | 72.34 |
| Standard Deviation | 22.51 | 21.09 | 25.85 | 23.21 | 21.77 | 19.79 |
| Sharpe Ratio | 0.12 | 0.13 | 0.47 | 0.43 | 0.44 | 0.43 |
| Treynor Ratio | 0.29 | 0.54 | 7.67 | 7.01 | 6.34 | 6.24 |
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