• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.06% Nasdaq Up0.53%

    First Trust Indtls/PrdcrDurbAlphaDEXETF (FXR)

    -NYSEArca
    28.91 Down 0.14(0.48%) 11:00AM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXRCategory
    Alpha (against Standard Index)1.06N/A
    Beta (against Standard Index)1.13N/A
    Mean Annual Return0.70N/A
    R-squared (against Standard Index)78.69N/A
    Standard Deviation15.06N/A
    Sharpe Ratio0.56N/A
    5 Years
    StatisticFXRCategory
    Alpha (against Standard Index)2.62N/A
    Beta (against Standard Index)1.10N/A
    Mean Annual Return0.78N/A
    R-squared (against Standard Index)76.54N/A
    Standard Deviation17.00N/A
    Sharpe Ratio0.55N/A
    10 Years
    StatisticFXRCategory
    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