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FNK: First Trust Mid Cap Value AlphaDEX® Fund (ETF)
Basic Info 51.08 0.42(0.83%) April 22
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | (28%) |
Start Date: | 04/20/2011 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.60% |
Expenses | 0.70% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/20/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.6 | 0.4 | 19.7 | 6.8 | 9.3 | 7.1 | 8.9 | 21.0 | -7.2 | 33.6 | 1.2 | 20.6 | -14.7 | 11.8 | 26.0 | -13.5 | 5.7 | 38.5 | 16.6 | -7.4 |
Sharpe Ratio | NA | -0.32 | 0.72 | 0.18 | 0.26 | 0.25 | 0.35 | 0.79 | -0.33 | 1.81 | 0.02 | 1.06 | -1.02 | 1.06 | 1.37 | -0.77 | 0.44 | 2.89 | 0.93 | -0.3 |
Draw Down(%) | NA | 7.5 | 14.6 | 20.4 | 49.9 | 50.7 | 50.7 | 17.8 | 20.4 | 8.7 | 49.9 | 15.0 | 22.2 | 6.2 | 11.9 | 19.3 | 13.0 | 6.4 | 14.1 | 26.2 |
Standard Deviation(%) | NA | 16.2 | 19.6 | 21.8 | 29.4 | 23.5 | 23.0 | 21.3 | 26.3 | 18.5 | 49.9 | 18.1 | 15.8 | 10.6 | 18.9 | 17.5 | 12.9 | 13.3 | 17.9 | 34.4 |
Treynor Ratio | NA | -0.05 | 0.13 | 0.04 | 0.07 | 0.06 | 0.08 | 0.15 | -0.08 | 0.37 | 0.01 | 0.16 | -0.18 | 0.12 | 0.24 | -0.13 | 0.06 | 0.42 | 0.17 | -0.18 |
Alpha | NA | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.03 | -0.01 | -0.02 | -0.02 | 0.0 | 0.0 | -0.04 | -0.01 | 0.02 | 0.0 | 0.0 |
Beta | NA | 1.03 | 1.13 | 1.03 | 1.07 | 1.05 | 0.97 | 1.13 | 1.05 | 0.9 | 1.1 | 1.18 | 0.88 | 0.91 | 1.08 | 1.06 | 0.88 | 0.91 | 0.97 | 0.58 |
RSquared | NA | 0.96 | 0.96 | 0.94 | 0.94 | 0.91 | 0.81 | 0.97 | 0.96 | 0.9 | 0.94 | 0.88 | 0.76 | 0.83 | 0.9 | 0.84 | 0.84 | 0.82 | 0.71 | 0.35 |
Yield(%) | N/A | 0.2 | 2.0 | 1.7 | 2.0 | 1.8 | N/A | 2.1 | 1.5 | 1.7 | 1.6 | 2.1 | 1.5 | 1.5 | 1.5 | 1.2 | 1.2 | 1.0 | 1.2 | 0.5 |
Dividend Growth(%) | N/A | -87.8 | 14.9 | 29.0 | 65.1 | N/A | N/A | 26.8 | 20.3 | 3.5 | -12.3 | 20.4 | 5.9 | 34.2 | 0.0 | 11.8 | 54.5 | 0.0 | 100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/20/2011
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