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First Trust Industrials/Producer Durables AlphaDEX Fund (FXR)

NYSEArca - NYSEArca Delayed price. Currency in USD
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70.60+0.97 (+1.39%)
At close: 03:59PM EDT

Risk statistics

3 yearsFXRCategory average
5 yearsFXRCategory average
10 yearsFXRCategory average
Alpha
1.94-0.55
0.82-1.16
0.471.17
BETA
1.21.17
1.261.22
1.261.17
Mean annual return
0.670.45
1.140.95
0.950.95
R-squared
85.7573.27
88.8277.94
82.674.84
Standard deviation
21.622.9
23.924.9
20.5620.14
Sharpe ratio
0.230.13
0.480.38
0.480.5
Treynor ratio
2.30.53
7.255.51
6.487.18