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Straits Times Index
3,303.66
+12.96
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First Trust Consumer Discretionary AlphaDEX Fund (FXD)
NYSEArca - NYSEArca Delayed price. Currency in USD
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61.41
+0.36
(+0.59%)
As of 02:49PM EDT. Market open.
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FXD
Category average
5 years
FXD
Category average
10 years
FXD
Category average
Alpha
-3.97
-5.59
-3.98
-0.74
-1.77
0.92
BETA
1.31
1.29
1.46
1.33
1.32
1.24
Mean annual return
0.19
0.05
0.88
1.06
0.8
0.98
R-squared
82.62
73.01
85.59
77.35
79.12
74.04
Standard deviation
23.87
25.21
28.19
27.25
21.88
21.51
Sharpe ratio
-0.03
-0.08
0.3
0.39
0.37
0.48
Treynor ratio
-2.69
-3.89
3.06
5.6
4.44
6.89
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