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Australia markets closed
ALL ORDS
7,860.20
+28.30
(+0.36%)
AUD/USD
0.6541
+0.0014
(+0.21%)
ASX 200
7,597.50
+27.60
(+0.36%)
OIL
79.51
+0.51
(+0.65%)
GOLD
2,323.20
+12.20
(+0.53%)
Bitcoin AUD
87,969.66
-3,548.43
(-3.88%)
First Trust China AlphaDEX Fund (FCA)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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19.56
+0.15
(+0.77%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FCA
Category average
5 years
FCA
Category average
10 years
FCA
Category average
Alpha
-9.68
-18.36
-6.31
-6.56
-0.44
-0.7
BETA
0.94
0.91
0.87
0.85
1.04
0.98
Mean annual return
-0.54
-1.26
0.03
0
0.42
0.38
R-squared
34.76
29.01
39.89
33.27
44.1
38.47
Standard deviation
25.89
28.26
24.25
26.48
23.54
24.05
Sharpe ratio
-0.36
-0.64
-0.07
-0.08
0.15
0.13
Treynor ratio
-12.95
-22.98
-5.24
-6.64
0.84
0.28
Data disclaimer
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