Canada markets closed

First Trust Developed Markets Ex-US AlphaDEX Fund (FDT)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
Add to watchlist
55.58+0.41 (+0.74%)
At close: 04:00PM EDT

Risk Statistics

3 YearsFDTCategory Average
5 YearsFDTCategory Average
10 YearsFDTCategory Average
Alpha
-0.670.82
-1.770.46
-0.750.35
BETA
1.121.01
1.121
1.080.98
Mean Annual Return
0.070.21
0.430.58
0.380.44
R-squared
93.4792.68
94.5393.39
92.6392.45
Standard Deviation
18.9117.15
20.318.19
16.7915.36
Sharpe Ratio
-0.12-0.03
0.150.26
0.180.25
Treynor Ratio
-3.64-1.92
0.853.24
1.482.76