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First Trust Large Cap Value AlphaDEX Fund (FTA)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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73.89-0.17 (-0.24%)
At close: 04:00PM EDT

Risk statistics

3 yearsFTACategory average
5 yearsFTACategory average
10 yearsFTACategory average
Alpha
-1.6-0.96
-4.63-2.78
-4.54-2.78
BETA
0.90.83
1.110.94
1.090.95
Mean annual return
0.830.82
1.061.02
0.820.83
R-squared
71.8278.1
78.9283.03
79.1284.03
Standard deviation
18.6816.49
22.9719.03
18.515.69
Sharpe ratio
0.370.42
0.460.53
0.460.55
Treynor ratio
6.177.17
7.489.26
6.438.11