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First Trust China AlphaDEX Fund (FCA)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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21.22+0.24 (+1.14%)
At close: 04:00PM EDT

Risk statistics

3 yearsFCACategory average
5 yearsFCACategory average
10 yearsFCACategory average
Alpha
-8.09-16.88
-4.96-5.32
0.690.35
BETA
0.910.88
0.860.84
1.040.98
Mean annual return
-0.53-1.26
0.080.04
0.480.44
R-squared
32.8227.18
38.9332.46
43.938.2
Standard deviation
25.9128.25
24.3126.53
23.5224.05
Sharpe ratio
-0.36-0.64
-0.05-0.06
0.180.16
Treynor ratio
-13.32-24.12
-4.76-6.28
1.570.97