FIRST TRUST SMALL CAP GROWTH ALPHADEX FUND

Symbol: FYC

Exchange: NASDAQ

Sector: Healthcare

Category: Small Growth

Inception Date: 19/04/2011

Latest Date: 02/04/2026

Current Price: $98.87

Expense Ratio: 0.70%

Assets Under Management
$925.1M
3.17% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-2.47%

Volatility

29.65%

Sharpe Ratio

-0.930

VaR 95%

-2.48%

CVaR 95%: -2.66%
Max Drawdown: -8.08%
Sortino Ratio: -2.112
Calmar Ratio: -2.96
Return

1.94%

Volatility

23.49%

Sharpe Ratio

0.191

VaR 95%

-2.13%

CVaR 95%: -2.41%
Max Drawdown: -10.48%
Sortino Ratio: 0.340
Calmar Ratio: 0.77
Return

8.10%

Volatility

23.30%

Sharpe Ratio

0.574

VaR 95%

-2.17%

CVaR 95%: -2.72%
Max Drawdown: -10.48%
Sortino Ratio: 0.974
Calmar Ratio: 1.62
Return

40.46%

Volatility

24.35%

Sharpe Ratio

1.521

VaR 95%

-2.18%

CVaR 95%: -3.23%
Max Drawdown: -10.48%
Sortino Ratio: 2.227
Calmar Ratio: 3.88
Return

55.96%

Volatility

22.97%

Sharpe Ratio

0.930

VaR 95%

-2.17%

CVaR 95%: -3.11%
Max Drawdown: -27.79%
Sortino Ratio: 1.390
Calmar Ratio: 0.90
Return

73.23%

Volatility

21.72%

Sharpe Ratio

0.762

VaR 95%

-2.05%

CVaR 95%: -2.87%
Max Drawdown: -27.79%
Sortino Ratio: 1.191
Calmar Ratio: 0.73

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.147%

Best Day

8.228%

09/04/2025
Worst Day

-6.373%

03/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $95.83 $98.92 $95.83 $98.87 46,400
01/04/2026 $98.18 $99.23 $97.83 $98.11 67,000
31/03/2026 $95.06 $97.02 $94.68 $96.98 97,900
30/03/2026 $95.55 $95.55 $92.39 $92.89 32,000
27/03/2026 $96.06 $96.12 $94.40 $94.60 44,300
26/03/2026 $97.81 $98.92 $96.55 $96.64 32,200
25/03/2026 $98.67 $99.72 $98.46 $98.77 30,100
24/03/2026 $96.78 $97.93 $96.15 $97.35 70,700
23/03/2026 $96.68 $98.43 $96.68 $97.26 64,700
20/03/2026 $96.76 $96.76 $93.94 $94.60 91,300