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First Trust Energy AlphaDEX Fund (FXN)

NYSEArca - NYSEArca Delayed Price. Currency in USD

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18.38

-0.65

(-3.42%)

At close: 04:00PM EDT

Risk Statistics

3 YearsFXNCategory Average

5 YearsFXNCategory Average

10 YearsFXNCategory Average

Alpha

20.2416.94

1.920.42

-8.84-8.82

BETA

0.740.83

1.781.55

1.721.55

Mean Annual Return

2.252.02

1.791.48

0.520.41

R-squared

18.221.35

43.0443.29

41.6141.92

Standard Deviation

28.4331.21

47.942.11

39.1835.51

Sharpe Ratio

0.840.71

0.40.38

0.120.12

Treynor Ratio

30.8627.19

4.984.82

-1.54-1.41