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First Trust Financials AlphaDEX Fund (FXO)

NYSEArca - Nasdaq Real Time Price. Currency in USD

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45.35

-0.19

(-0.42%)

At close: 03:59PM EDT

Risk Statistics

3 YearsFXOCategory Average

5 YearsFXOCategory Average

10 YearsFXOCategory Average

Alpha

1.16-0.44

1.14-1

1.59-0.11

BETA

1.10.99

1.221.16

1.151.11

Mean Annual Return

0.810.63

1.271.04

1.020.85

R-squared

59.9355.82

67.8665.63

66.9361.07

Standard Deviation

23.4623.37

26.1925.73

20.6421.26

Sharpe Ratio

0.290.24

0.50.42

0.520.43

Treynor Ratio

3.942.72

8.386.71

7.836.28