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First Trust Energy AlphaDEX Fund (FXN)

NYSEArca - NYSEArca Delayed price. Currency in USD
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17.99-0.13 (-0.72%)
At close: 04:00PM EDT

Risk statistics

3 yearsFXNCategory average
5 yearsFXNCategory average
10 yearsFXNCategory average
Alpha
19.7715.98
4.922.55
-8.72-8.9
BETA
0.760.85
1.731.52
1.71.54
Mean annual return
2.121.82
2.11.72
0.490.37
R-squared
19.3322.24
41.6841.98
41.4741.75
Standard deviation
28.4331.15
47.1441.58
39.1735.5
Sharpe ratio
0.780.63
0.490.45
0.110.1
Treynor ratio
27.1322.73
7.656.94
-1.86-1.86