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First Trust Japan AlphaDEX ETF (FJP)

-NasdaqGM
46.78 Down 0.10(0.20%) Aug 31, 3:59PM EDT

Risk as of Jul 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFJPCategory
Alpha (against Standard Index)3.44N/A
Beta (against Standard Index)0.80N/A
Mean Annual Return0.44N/A
R-squared (against Standard Index)61.34N/A
Standard Deviation13.67N/A
Sharpe Ratio0.38N/A
5 Years
StatisticFJPCategory
Alpha (against Standard Index)2.02N/A
Beta (against Standard Index)0.61N/A
Mean Annual Return0.30N/A
R-squared (against Standard Index)46.43N/A
Standard Deviation13.98N/A
Sharpe Ratio0.25N/A
10 Years
StatisticFJPCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A