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First Trust Consumer Discretionary AlphaDEX Fund (FXD)

NYSEArca - Nasdaq Real-time price. Currency in USD
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61.33-0.19 (-0.31%)
At close: 03:54PM EDT
61.19 -0.14 (-0.23%)
After hours: 04:04PM EDT

Risk statistics

3 yearsFXDCategory average
5 yearsFXDCategory average
10 yearsFXDCategory average
Alpha
-3.97-5.59
-3.98-0.74
-1.770.92
BETA
1.311.29
1.461.33
1.321.24
Mean annual return
0.190.05
0.881.06
0.80.98
R-squared
82.6273.01
85.5977.35
79.1274.04
Standard deviation
23.8725.21
28.1927.25
21.8821.51
Sharpe ratio
-0.03-0.08
0.30.39
0.370.48
Treynor ratio
-2.69-3.89
3.065.6
4.446.89