First Trust Mid Cap Core AlphaDEX Fund (FNX)

136.38 +1.01 (+0.75%) USD  |  NASDAQ  |  Jan 22, 11:31
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FNX Monthly Value at Risk (VaR) 5% (15Y Lookback)

Monthly Value at Risk (VaR) 5% (15Y Lookback) Chart

View Monthly Value at Risk (VaR) 5% (15Y Lookback) for FNX.
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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (15Y Lookback) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (15Y Lookback) Range, Past 5 Years
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Monthly Value at Risk (VaR) 5% (15Y Lookback) Benchmarks

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First Trust SMID Capital Strength ETF --
John Hancock Multifactor Mid Cap ETF --
iShares Russell 2000 ETF Upgrade
iShares Russell Mid-Cap ETF Upgrade
Franklin US Mid Cap Multifactor Index ETF --

Monthly Value at Risk (VaR) 5% (15Y Lookback) Related Metrics

Alpha (15Y) Upgrade
Beta (15Y) Upgrade
Alpha (vs YCharts Benchmark) (15Y) Upgrade
Beta (vs YCharts Benchmark) (15Y) Upgrade
Annualized Standard Deviation of Monthly Returns (15Y Lookback) Upgrade
Historical Sharpe Ratio (15Y) Upgrade
Historical Sortino (15Y) Upgrade
Max Drawdown (15Y) Upgrade