XNAS
FAB
Oct 21, Last price
103.69USD
1D
-0.17%
1Q
0.47%
Jan 2017
105.44%
Name
First Trust Multi Cap Value AlphaDEX Fund
Chart & performance
Div yield, %
1.35%
Expense ratio
0.64%
AUM
140m
Beta (realized)
1.06
Beta (adj.)
0.75
Sharp Ratio
0.21
Sortino Ratio
0.20
Std Dev
23.13%
VaR (95%, 1D)
2.15%
CVaR (99%, 1D)
6.34%
VaR (99%, 30D)
30.25%
MDD
-47.85%
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