NYSEArca - Delayed Quote USD
First Trust Materials AlphaDEX Fund (FXZ)
At close: November 21 at 3:59 PM EST
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 a modified equal-dollar weighted index to objectively identify and select stocks from the Russell 1000? Index in the materials and processing sector that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX? selection methodology.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | -6.43% |
| 5y Average Return | 12.35% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.33 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| FXZ | Category Average | FXZ | Category Average | FXZ | Category Average | |
| Alpha | 0.66 | -0.66 | 1.57 | 0.59 | -0.86 | -3.3 |
| BETA | 1.33 | 1.06 | 1.3 | 1.18 | 1.32 | 1.2 |
| Mean Annual Return | 0.69 | 0.52 | 1.37 | 1.2 | 0.96 | 0.68 |
| R-squared | 61.49 | 59.1 | 69.04 | 68.15 | 70.53 | 64.33 |
| Standard Deviation | 27.53 | 23.28 | 27.1 | 25.41 | 23.1 | 22.74 |
| Sharpe Ratio | 0.16 | 0.09 | 0.51 | 0.45 | 0.42 | 0.29 |
| Treynor Ratio | 0.48 | 0.02 | 8.54 | 7.68 | 5.61 | 3.24 |
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