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
-4.33-2.82
-4.33-1.98
-2.450.13
Beta
1.221.04
1.131.12
1.161.14
Mean Annual Return
0.960.73
0.711.31
1.140.78
R-squared
85.2782.23
81.684.92
84.5688.73
Standard Deviation
15.9612.42
14.9813.55
15.8318.48
Sharpe Ratio
0.630.71
0.51.17
0.830.46
Treynor Ratio
7.638.09
5.9514.25
10.916.18