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First Trust Large Cap Core AlphaDEX Fund (FEX)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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95.52+0.67 (+0.70%)
At close: 04:00PM EDT

Risk statistics

3 yearsFEXCategory average
5 yearsFEXCategory average
10 yearsFEXCategory average
Alpha
-2.22-1.27
-2.91-1.02
-2.72-1.16
BETA
0.990.96
1.060.98
1.060.99
Mean annual return
0.580.65
11.07
0.90.97
R-squared
90.0793.97
92.0695.24
92.5895.13
Standard deviation
18.3317.4
20.4818.57
16.7115.48
Sharpe ratio
0.220.27
0.480.58
0.560.66
Treynor ratio
2.423.46
7.679.77
7.889.57