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First Trust Multi Cap Value AlphaDEX Fund (FAB)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

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78.96

+0.88

(+1.12%)

At close: 04:00PM EDT

Risk Statistics

3 YearsFABCategory Average

5 YearsFABCategory Average

10 YearsFABCategory Average

Alpha

-2.26-2.28

-4.94-4.13

-5.73-4.54

BETA

0.960.92

1.211.08

1.181.07

Mean Annual Return

0.820.79

1.141.06

0.810.8

R-squared

70.3373.89

76.5578.08

75.8878.2

Standard Deviation

20.2118.89

25.422.38

20.4618.28

Sharpe Ratio

0.340.34

0.460.47

0.410.45

Treynor Ratio

5.395.42

7.267.91

5.486.4