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First Trust Indtls/PrdcrDurbAlphaDEXETF (FXR)

-NYSEArca
30.53 Up 0.13(0.44%) 1:06PM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFXRCategory
Alpha (against Standard Index)8.11N/A
Beta (against Standard Index)1.05N/A
Mean Annual Return1.92N/A
R-squared (against Standard Index)75.82N/A
Standard Deviation16.22N/A
Sharpe Ratio1.41N/A
5 Years
StatisticFXRCategory
Alpha (against Standard Index)7.13N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return1.70N/A
R-squared (against Standard Index)77.50N/A
Standard Deviation17.93N/A
Sharpe Ratio1.13N/A
10 Years
StatisticFXRCategory
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