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3,296.89
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First Trust Asia Pacific Ex-Japan AlphaDEX Fund (FPA)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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27.26
+0.46
(+1.72%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FPA
Category average
5 years
FPA
Category average
10 years
FPA
Category average
Alpha
-3.7
-8.67
-4.49
-2.78
-1.26
0.56
BETA
1.28
1
1.24
0.98
1.16
0.98
Mean annual return
-0.03
-0.45
0.34
0.37
0.39
0.48
R-squared
86.66
65.47
88.16
68.91
81.84
68.25
Standard deviation
22.52
20.37
23.21
20.87
19.15
17.84
Sharpe ratio
-0.15
-0.4
0.08
0.11
0.16
0.24
Treynor ratio
-4.52
-10
-0.6
0.18
1.16
2.89
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