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First Trust Mid Cap Core AlphaDEX Fund (FNX)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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70.46-0.81 (-1.14%)
At close: 4:00PM EDT

Risk Statistics

3 YearsFNXCategory Average
5 YearsFNXCategory Average
10 YearsFNXCategory Average
Alpha
-10.4-2.82
-8.48-1.98
-6.020.13
Beta
1.31.04
1.281.12
1.231.14
Mean Annual Return
0.530.73
0.81.31
0.910.78
R-squared
89.6482.23
86.6784.92
85.6388.73
Standard Deviation
24.4912.42
20.413.55
17.6418.48
Sharpe Ratio
0.190.71
0.411.17
0.580.46
Treynor Ratio
1.298.09
5.114.25
7.366.18