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First Trust US Large Cap Core AlphaDEX UCITS ETF (FEX.L)

LSE - LSE Delayed price. Currency in GBp
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5,081.00-138.00 (-2.64%)
As of 03:42PM BST. Market open.

Risk statistics

3 yearsFEX.LCategory average
5 yearsFEX.LCategory average
10 yearsFEX.LCategory average
Alpha
-2.44N/A
-2.97N/A
0N/A
Beta
1.05N/A
1.06N/A
0N/A
Mean annual return
1.07N/A
0.99N/A
0N/A
R-squared
94.41N/A
95.19N/A
0N/A
Standard deviation
20.8N/A
18.2N/A
0N/A
Sharpe ratio
2.41N/A
2.88N/A
0N/A
Treynor ratio
10.12N/A
9.06N/A
0N/A