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First Trust Large Cap Val AlphaDEX ETF (FTA)

-NYSEArca
40.59 Oct 17, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFTACategory
Alpha (against Standard Index)-3.38N/A
Beta (against Standard Index)1.20N/A
Mean Annual Return1.86N/A
R-squared (against Standard Index)91.60N/A
Standard Deviation13.27N/A
Sharpe Ratio1.68N/A
5 Years
StatisticFTACategory
Alpha (against Standard Index)0.14N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return1.40N/A
R-squared (against Standard Index)93.07N/A
Standard Deviation14.66N/A
Sharpe Ratio1.14N/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