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First Trust Utilities AlphaDEX Fund (FXU)

NYSEArca - Nasdaq Real-time price. Currency in USD
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32.64-0.14 (-0.44%)
At close: 03:54PM EDT

Risk statistics

3 yearsFXUCategory average
5 yearsFXUCategory average
10 yearsFXUCategory average
Alpha
-0.52-2.65
-2.02-2.58
1.51.77
BETA
0.840.78
0.690.66
0.590.57
Mean annual return
0.560.36
0.570.5
0.640.65
R-squared
61.7459.38
51.547.64
36.9534.96
Standard deviation
17.4916.7
16.9816.84
14.314.34
Sharpe ratio
0.220.09
0.280.23
0.430.44
Treynor ratio
2.860.37
54.16
9.099.93