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First Trust Materials AlphaDEX ETF (FXZ)

-NYSEArca
38.01 Up 0.20(0.53%) 6:30PM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXZCategory
Alpha (against Standard Index)1.47N/A
Beta (against Standard Index)1.30N/A
Mean Annual Return0.76N/A
R-squared (against Standard Index)69.51N/A
Standard Deviation17.09N/A
Sharpe Ratio0.52N/A
5 Years
StatisticFXZCategory
Alpha (against Standard Index)1.50N/A
Beta (against Standard Index)1.16N/A
Mean Annual Return1.00N/A
R-squared (against Standard Index)69.94N/A
Standard Deviation15.56N/A
Sharpe Ratio0.76N/A
10 Years
StatisticFXZCategory
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