Singapore markets open in 5 hours 54 minutes

First Trust Consumer Discretionary AlphaDEX Fund (FXD)

NYSEArca - NYSEArca Delayed price. Currency in USD
Add to watchlist
61.41+0.36 (+0.59%)
As of 02:49PM EDT. Market open.

Risk statistics

3 yearsFXDCategory average
5 yearsFXDCategory average
10 yearsFXDCategory average
Alpha
-3.97-5.59
-3.98-0.74
-1.770.92
BETA
1.311.29
1.461.33
1.321.24
Mean annual return
0.190.05
0.881.06
0.80.98
R-squared
82.6273.01
85.5977.35
79.1274.04
Standard deviation
23.8725.21
28.1927.25
21.8821.51
Sharpe ratio
-0.03-0.08
0.30.39
0.370.48
Treynor ratio
-2.69-3.89
3.065.6
4.446.89