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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

Risk statistics

3 yearsFXOCategory average
5 yearsFXOCategory average
10 yearsFXOCategory average
Alpha
0.13-1.6
0.45-1.82
1.630.14
BETA
1.11.02
1.221.16
1.151.11
Mean annual return
0.490.33
1.080.84
0.980.83
R-squared
60.0358.22
68.1466.08
67.3361.55
Standard deviation
23.5422.83
26.2825.69
20.7321.34
Sharpe ratio
0.120.07
0.410.33
0.490.41
Treynor ratio
0.12-1.08
6.224.42
7.346