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    First Trust Mega Cap AlphaDEX ETF (FMK)

    -NYSEArca
    23.55 Up 0.28(1.20%) 3:13PM EST

    Risk as of Jan 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFMKCategory
    Alpha (against Standard Index)-3.28N/A
    Beta (against Standard Index)1.06N/A
    Mean Annual Return0.73N/A
    R-squared (against Standard Index)93.75N/A
    Standard Deviation11.96N/A
    Sharpe Ratio0.72N/A
    5 Years
    StatisticFMKCategory
    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
    StatisticFMKCategory
    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