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First Trust Developed Markets Ex-US AlphaDEX Fund (FDT)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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54.93-0.31 (-0.56%)
At close: 04:00PM EDT

Risk statistics

3 yearsFDTCategory average
5 yearsFDTCategory average
10 yearsFDTCategory average
Alpha
-0.311.3
-1.30.76
-0.550.54
BETA
1.121.01
1.121
1.080.98
Mean annual return
0.090.24
0.630.74
0.40.46
R-squared
93.292.52
94.2493.06
92.5292.39
Standard deviation
18.9817.24
20.1518.07
16.8515.42
Sharpe ratio
-0.12-0.02
0.260.37
0.190.26
Treynor ratio
-3.56-1.7
2.995.28
1.713.01