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First Trust Materials AlphaDEX Fund (FXZ)

NYSEArca - NYSEArca Delayed price. Currency in USD
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65.53+0.59 (+0.91%)
At close: 04:00PM EDT
64.00 -1.53 (-2.33%)
After hours: 04:06PM EDT

Risk statistics

3 yearsFXZCategory average
5 yearsFXZCategory average
10 yearsFXZCategory average
Alpha
1.961.12
3.541.15
-0.2-3.23
BETA
1.341.06
1.331.2
1.331.21
Mean annual return
0.780.64
1.641.32
0.960.63
R-squared
64.0460
71.9870.12
72.4165.18
Standard deviation
27.823.68
27.5525.66
23.0922.83
Sharpe ratio
0.220.18
0.630.52
0.430.28
Treynor ratio
1.852.58
11.19.14
5.742.93