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First Trust Mid Cap Core AlphaDEX ETF (FNX)

-NYSEArca
52.74 Up 0.13(0.25%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFNXCategory
Alpha (against Standard Index)-5.44N/A
Beta (against Standard Index)1.26N/A
Mean Annual Return1.27N/A
R-squared (against Standard Index)90.17N/A
Standard Deviation16.21N/A
Sharpe Ratio0.94N/A
5 Years
StatisticFNXCategory
Alpha (against Standard Index)-0.56N/A
Beta (against Standard Index)1.18N/A
Mean Annual Return1.57N/A
R-squared (against Standard Index)87.03N/A
Standard Deviation16.62N/A
Sharpe Ratio1.13N/A
10 Years
StatisticFNXCategory
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