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ALL ORDS
8,153.70
+80.10
(+0.99%)
ASX 200
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+77.30
(+0.99%)
AUD/USD
0.6517
-0.0019
(-0.28%)
OIL
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Bitcoin AUD
108,653.91
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First Trust China AlphaDEX Fund (FCA)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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18.71
-0.08
(-0.40%)
At close: 04:00PM EDT
18.47
-0.24
(-1.28%)
After hours:
04:23PM 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
-8.58
-19.47
-5.05
-5.36
-0.16
-0.81
BETA
0.95
0.9
0.88
0.85
1.05
0.99
Mean annual return
-0.5
-1.4
0.1
0.06
0.42
0.35
R-squared
35.58
28.12
40.4
33.14
44.5
39.02
Standard deviation
25.87
N/A
24.24
N/A
23.54
N/A
Sharpe ratio
-0.34
-0.69
-0.04
-0.05
0.15
0.12
Treynor ratio
-12.11
-24.69
-4.2
-5.61
0.88
-0.05
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