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First Trust Consumer Staples AlphaDEX Fund (FXG)

NYSEArca - Nasdaq Real-time price. Currency in USD
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67.70-0.13 (-0.19%)
As of 11:23AM EDT. Market open.

Risk statistics

3 yearsFXGCategory average
5 yearsFXGCategory average
10 yearsFXGCategory average
Alpha
2.21-0.11
1.420.47
1.842.07
BETA
0.650.65
0.690.69
0.680.66
Mean annual return
0.570.38
0.790.71
0.70.71
R-squared
56.6454.48
62.8863.48
53.7453.12
Standard deviation
14.2614.54
15.515.42
13.6913.4
Sharpe ratio
0.270.11
0.470.41
0.50.52
Treynor ratio
4.531.08
9.237.9
9.199.67