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First Trust Cnsmr Staples AlphaDEX ETF (FXG)

-PCX
39.57 0.05(0.13%) Sep 15, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXGCategory
Alpha (against Standard Index)9.85N/A
Beta (against Standard Index)0.67N/A
Mean Annual Return1.61N/A
R-squared (against Standard Index)48.50N/A
Standard Deviation12.89N/A
Sharpe Ratio1.49N/A
5 Years
StatisticFXGCategory
Alpha (against Standard Index)11.80N/A
Beta (against Standard Index)0.62N/A
Mean Annual Return1.62N/A
R-squared (against Standard Index)53.85N/A
Standard Deviation12.40N/A
Sharpe Ratio1.56N/A
10 Years
StatisticFXGCategory
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