First Trust Multi Cap Value AlphaDEX Fund (FAB US) – Portfolio Construction MethodologyThe underlying Nasdaq AlphaDEX Multi Cap Value Index delivers a rules-driven value portfolio drawn from the Nasdaq US 500 Large Cap Value, 600 Mid Cap Value, and 700 Small Cap Value universes. Eligible securities must show a trailing five-day ADTV ≥ USD 500,000 for each of the 60 trading days preceding the reference date; only one share class per issuer is used. Stocks are ranked within each size bucket on growth (3/6/12- ...