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First Trust Financials AlphaDEX Fund (FXO)
NYSEArca - NYSEArca Delayed price. Currency in USD
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At close: 03:59PM EDT
Risk statistics
3 yearsFXOCategory average
5 yearsFXOCategory average
10 yearsFXOCategory average
Alpha
-0.4-2.12
0.19-2.09
1.780.24
BETA
1.11.02
1.221.16
1.151.12
Mean annual return
0.520.36
1.261.01
1.010.86
R-squared
60.3558.44
67.7265.68
67.4861.64
Standard deviation
23.622.87
26.125.51
20.7621.36
Sharpe ratio
0.130.08
0.490.41
0.510.42
Treynor ratio
0.32-0.9
8.186.28
7.646.26
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