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First Trust Brazil AlphaDEX ETF (FBZ)

-NasdaqGM
8.46 Down 0.15(1.74%) Feb 8, 10:08AM EST

Risk as of Jan 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFBZCategory
Alpha (against Standard Index)-26.36N/A
Beta (against Standard Index)1.51N/A
Mean Annual Return-2.38N/A
R-squared (against Standard Index)52.51N/A
Standard Deviation26.55N/A
Sharpe Ratio-1.08N/A
5 Years
StatisticFBZCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticFBZCategory
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