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First Trust Mid Cap Value AlphaDEX ETF (FNK)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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51.87+0.55 (+1.07%)
At close: 04:00PM EDT

Risk statistics

3 yearsFNKCategory average
5 yearsFNKCategory average
10 yearsFNKCategory average
Alpha
-1.58-2.61
-4.91-4.16
-6.41-4.5
BETA
1.050.93
1.291.08
1.251.07
Mean annual return
0.670.52
1.060.91
0.780.76
R-squared
68.8874.25
73.7678.4
72.4378.43
Standard deviation
22.2619.06
27.7622.48
22.3518.36
Sharpe ratio
0.220.17
0.380.39
0.350.42
Treynor ratio
2.551.57
5.356.03
4.375.86