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Australia markets open in 6 hours 28 minutes
ALL ORDS
8,022.70
+28.50
(+0.36%)
AUD/USD
0.6604
-0.0017
(-0.26%)
ASX 200
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Bitcoin AUD
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First Trust Financials AlphaDEX Fund (FXO)
NYSEArca - Nasdaq Real-time price. Currency in USD
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47.12
+0.05
(+0.11%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FXO
Category average
5 years
FXO
Category average
10 years
FXO
Category average
Alpha
0.13
-1.6
0.45
-1.82
1.63
0.14
BETA
1.1
1.02
1.22
1.16
1.15
1.11
Mean annual return
0.49
0.33
1.08
0.84
0.98
0.83
R-squared
60.03
58.22
68.14
66.08
67.33
61.55
Standard deviation
23.54
22.83
26.28
25.69
20.73
21.34
Sharpe ratio
0.12
0.07
0.41
0.33
0.49
0.41
Treynor ratio
0.12
-1.08
6.22
4.42
7.34
6
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