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First Trust Small Cap Growth AlphaDEX Fund (FYC)

NasdaqGM - NasdaqGM Delayed price. Currency in USD

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67.09

+0.02

(+0.03%)

At close: 04:00PM EDT

Risk statistics

3 yearsFYCCategory average

5 yearsFYCCategory average

10 yearsFYCCategory average

Alpha

-10.85-13.02

-6.84-6.13

-4.39-3.98

BETA

1.081.08

1.171.12

1.161.13

Mean annual return

-0.09-0.27

0.770.79

0.860.87

R-squared

77.1473.65

76.5174.31

71.6871.41

Standard deviation

21.6722.32

24.624.21

20.920.58

Sharpe ratio

-0.19-0.27

0.290.3

0.420.44

Treynor ratio

-5.94-7.71

3.644.1

5.986.33