First Trust US Large Cap Core AlphaDEX® UCITS ETF Class B USD (GBP) | FEXD

Morningstar Rating™(Relative to Category)30/06/2020
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearBelow AverageHigh1 star
5-YearBelow AverageHigh2 star
10-Year--Not Rated
OverallBelow AverageHigh2 star
 
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1 Year Daily Volatility Chart (annualised)
  • First Trust US Large Cap Core AlphaDEX® UCITS ETF Class B USD (GBP) | FEXD
  • Russell 1000 TR USD
%
Volatility Measurements30/06/2020
 
3-Yr Std Dev17.26 %
3-Yr Mean Return7.85 %
 
3-Yr Sharpe Ratio0.41
 
Modern Portfolio Statistics30/06/202030/06/2020
 Standard IndexBest Fit Index
 Russell 1000 TR USD  MSCI US Mid Cap 450 GR USD
3-Yr Beta1.160.98
3-Yr Alpha-6.43-2.05
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)

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