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First Trust Consumer Discretionary AlphaDEX Fund (FXD)

NYSEArca - Nasdaq Real-time price. Currency in USD
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59.99-0.71 (-1.17%)
At close: 03:59PM EDT
58.83 -1.16 (-1.93%)
After hours: 04:07PM EDT

Risk statistics

3 yearsFXDCategory average
5 yearsFXDCategory average
10 yearsFXDCategory average
Alpha
-3.58-5.56
-4.22-1.14
-1.860.76
BETA
1.311.28
1.461.33
1.321.24
Mean annual return
0.310.14
1.11.24
0.810.98
R-squared
82.9573.14
85.1976.61
79.1273.85
Standard deviation
23.9825.23
27.8626.93
21.921.52
Sharpe ratio
0.02-0.04
0.390.48
0.370.48
Treynor ratio
-1.73-3.24
5.047.46
4.526.91