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First Trust Financials AlphaDEX Fund (FXO)

NYSEArca - NYSEArca Delayed Price. Currency in USD

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47.12

+0.05

(+0.11%)

At close: 04:00PM EDT

Risk Statistics

3 YearsFXOCategory Average

5 YearsFXOCategory Average

10 YearsFXOCategory Average

Alpha

0.13-1.6

0.45-1.82

1.630.14

BETA

1.11.02

1.221.16

1.151.11

Mean Annual Return

0.490.33

1.080.84

0.980.83

R-squared

60.0358.22

68.1466.08

67.3361.55

Standard Deviation

23.5422.83

26.2825.69

20.7321.34

Sharpe Ratio

0.120.07

0.410.33

0.490.41

Treynor Ratio

0.12-1.08

6.224.42

7.346