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

LSE - LSE Delayed price. Currency in GBp (0.01 GBP)
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5,366.50-28.50 (-0.53%)
At close: 10:01AM GMT

Risk statistics

3 yearsFEX.LCategory average
5 yearsFEX.LCategory average
10 yearsFEX.LCategory average
Alpha
0.04N/A
-1.89N/A
0N/A
BETA
1.03N/A
1.05N/A
0N/A
Mean annual return
1.02N/A
0.84N/A
0N/A
R-squared
94.21N/A
95.02N/A
0N/A
Standard deviation
22.61N/A
20.13N/A
0N/A
Sharpe ratio
1.29N/A
1.39N/A
0N/A
Treynor ratio
9.08N/A
6.79N/A
0N/A