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First Trust Consumer Discretionary AlphaDEX Fund (FXD)

NYSEArca - NYSEArca Delayed price. Currency in USD
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59.20+0.90 (+1.54%)
At close: 04:00PM EDT
58.60 -0.60 (-1.01%)
After hours: 04:04PM EDT

Risk statistics

3 yearsFXDCategory average
5 yearsFXDCategory average
10 yearsFXDCategory average
Alpha
-2.67-5.75
-3.05-0.29
-1.550.85
BETA
1.281.28
1.451.33
1.311.24
Mean annual return
0.570.32
1.111.24
0.861.01
R-squared
83.0373.25
85.6377.19
78.9173.62
Standard deviation
23.325.09
27.8527.09
21.6621.4
Sharpe ratio
0.170.06
0.40.48
0.410.51
Treynor ratio
1.09-1.22
5.267.54
5.137.36