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First Trust Large Cap Val AlphaDEX ETF (FTA)

-NYSEArca
44.00 Up 0.14(0.33%) 12:55PM EST - Nasdaq Real Time Price

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFTACategory
Alpha (against Standard Index)-3.15N/A
Beta (against Standard Index)1.15N/A
Mean Annual Return1.51N/A
R-squared (against Standard Index)88.37N/A
Standard Deviation11.09N/A
Sharpe Ratio1.63N/A
5 Years
StatisticFTACategory
Alpha (against Standard Index)0.14N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return1.47N/A
R-squared (against Standard Index)92.91N/A
Standard Deviation14.54N/A
Sharpe Ratio1.21N/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