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First Trust Mid Cap Core AlphaDEX Fund (FNX)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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98.96-0.17 (-0.17%)
At close: 4:00PM EDT

Risk Statistics

3 YearsFNXCategory Average
5 YearsFNXCategory Average
10 YearsFNXCategory Average
Alpha
-7.37-2.82
-5.21-1.98
-5.250.13
Beta
1.331.04
1.291.12
1.241.14
Mean Annual Return
1.450.73
1.421.31
1.090.78
R-squared
88.4882.23
85.6284.92
85.1488.73
Standard Deviation
26.1512.42
20.9813.55
18.318.48
Sharpe Ratio
0.620.71
0.761.17
0.680.46
Treynor Ratio
10.218.09
11.3714.25
9.126.18