First Trust US Lg Cp Cor AlphaDEX® A USD GBP (LSE:FEX) - ETF price


ETF Report

First Trust US Large Cap Core AlphaDEX® UCITS ETF Class A USD (GBP) FEX

Morningstar Rating™ (Relative to Category) 30/06/2019
 Morningstar ReturnMorningstar Risk (Rel to Cat)Morningstar Rating™
Category: US Large-Cap Blend EquityClick here to see our Methodology
3-YearAverageAbove AverageStarRatingValueLabel_3
5-YearAverageAverageStarRatingValueLabel_3
10-Year--Not Rated
OverallAverageAverageStarRatingValueLabel_3
Modern Portfolio Statistics 30/06/2019
 Standard Index
Russell 1000 TR USD
Best Fit Index
3-Yr R-Squared94.69-
3-Yr Beta1.02-
3-Yr Alpha-2.27-
Return/Risk Analysis 30/06/2019
Risk Measurement1 Year3 Years5 Years
Standard Deviation17.7711.8111.68
3-Yr Mean Return9.7714.3815.01
Sharpe Ratio0.491.101.16
Sortino Ratio---
Positive Months82641
Negative Months41019
Worst Month-9.45-9.45-9.45
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