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First Trust Developed Markets ex-US Small Cap AlphaDEX Fund (FDTS)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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41.31+0.35 (+0.85%)
As of 04:00PM EDT. Market open.

Risk statistics

3 yearsFDTSCategory average
5 yearsFDTSCategory average
10 yearsFDTSCategory average
Alpha
-0.032.89
0.61.49
0.20.72
BETA
1.10.99
1.161.1
1.111.05
Mean annual return
0.120.37
0.80.85
0.470.5
R-squared
87.9487.24
89.1587.27
86.0486.52
Standard deviation
19.0817.3
21.3920.52
18.0117.06
Sharpe ratio
-0.10.07
0.350.38
0.230.26
Treynor ratio
-3.37-0.22
4.65.58
2.292.96