FNX - First Trust Mid Cap Core AlphaDEX Fund

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsFNXCategory Average
5 YearsFNXCategory Average
10 YearsFNXCategory Average
Alpha
-5.63-2.82
-4.27-1.98
-3.010.13
Beta
1.241.04
1.121.12
1.161.14
Mean Annual Return
0.880.73
0.671.31
1.030.78
R-squared
85.0782.23
81.684.92
84.3988.73
Standard Deviation
16.3512.42
14.8513.55
15.8318.48
Sharpe Ratio
0.540.71
0.471.17
0.740.46
Treynor Ratio
6.478.09
5.4514.25
9.566.18