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First Trust Cnsmr Discret AlphaDEX ETF (FXD)

-NYSEArca
33.78 Up 0.21(0.63%) 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXDCategory
Alpha (against Standard Index)5.44N/A
Beta (against Standard Index)1.05N/A
Mean Annual Return1.69N/A
R-squared (against Standard Index)79.14N/A
Standard Deviation15.80N/A
Sharpe Ratio1.28N/A
5 Years
StatisticFXDCategory
Alpha (against Standard Index)7.69N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return1.74N/A
R-squared (against Standard Index)75.91N/A
Standard Deviation18.03N/A
Sharpe Ratio1.15N/A
10 Years
StatisticFXDCategory
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