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First Trust Brazil AlphaDEX Fund (FBZ)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

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11.57

-0.21

(-1.78%)

At close: 04:00PM EDT

Risk Statistics

3 YearsFBZCategory Average

5 YearsFBZCategory Average

10 YearsFBZCategory Average

Alpha

4.34.87

0.89-0.72

1.18-0.56

BETA

1.060.96

1.411.36

1.391.35

Mean Annual Return

0.490.55

0.760.6

0.630.47

R-squared

39.7935.6

52.8153.03

39.6544.59

Standard Deviation

27.4326.9

34.1732.95

33.1130.75

Sharpe Ratio

0.10.14

0.20.16

0.180.14

Treynor Ratio

-0.91-0.01

0.34-0.52

0.19-0.56