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First Trust Large Cap Val AlphaDEX ETF (FTA)

-NYSEArca
44.28 Up 0.21(0.47%) Aug 29, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFTACategory
Alpha (against Standard Index)-1.28N/A
Beta (against Standard Index)1.16N/A
Mean Annual Return1.47N/A
R-squared (against Standard Index)93.44N/A
Standard Deviation14.61N/A
Sharpe Ratio1.21N/A
5 Years
StatisticFTACategory
Alpha (against Standard Index)1.06N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return1.56N/A
R-squared (against Standard Index)93.23N/A
Standard Deviation14.60N/A
Sharpe Ratio1.27N/A
10 Years
StatisticFTACategory
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