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First Trust Energy AlphaDEX Fund (FXN)

NYSEArca - Nasdaq Real-time price. Currency in USD
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18.32+0.17 (+0.94%)
At close: 04:00PM EDT

Risk statistics

3 yearsFXNCategory average
5 yearsFXNCategory average
10 yearsFXNCategory average
Alpha
21.4118.4
4.042.06
-8.63-8.76
BETA
0.770.87
1.771.55
1.711.54
Mean annual return
2.21.97
1.771.44
0.470.36
R-squared
19.6922.76
43.343.49
41.541.83
Standard deviation
28.531.27
47.9142.15
39.1635.49
Sharpe ratio
0.810.68
0.40.37
0.110.1
Treynor ratio
28.3925.09
4.764.46
-1.93-1.88