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First Trust Europe AlphaDEX Fund (FEP)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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38.090.00 (0.00%)
At close: 04:00PM EDT

Risk statistics

3 yearsFEPCategory average
5 yearsFEPCategory average
10 yearsFEPCategory average
Alpha
-1.880.93
-1.860.97
-0.080.93
BETA
1.231.08
1.271.09
1.191.07
Mean annual return
0.320.53
0.720.86
0.580.62
R-squared
88.2882.62
90.1484.39
88.0382.82
Standard deviation
21.3319.24
22.9520.3
19.0417.56
Sharpe ratio
00.16
0.270.39
0.280.33
Treynor ratio
-1.831.24
2.895.69
2.964.16