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First Trust Europe AlphaDEX Fund (FEP)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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37.98+0.42 (+1.12%)
At close: 04:00PM EDT

Risk Statistics

3 YearsFEPCategory Average
5 YearsFEPCategory Average
10 YearsFEPCategory Average
Alpha
-0.22.68
-1.111.7
-0.750.52
BETA
1.221.07
1.261.08
1.191.07
Mean Annual Return
0.090.35
0.540.71
0.410.48
R-squared
89.1383.05
91.9285.67
88.2483.17
Standard Deviation
21.1819.24
23.120.47
18.9917.66
Sharpe Ratio
-0.090.08
0.180.31
0.180.24
Treynor Ratio
-3.42-0.08
1.274.15
1.322.72