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    First Trust Materials AlphaDEX ETF (FXZ)

    -NYSEArca
    31.67 0.02(0.06%) Dec 24, 1:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXZCategory
    Alpha (against Standard Index)-1.33N/A
    Beta (against Standard Index)1.17N/A
    Mean Annual Return1.29N/A
    R-squared (against Standard Index)74.04N/A
    Standard Deviation14.32N/A
    Sharpe Ratio1.08N/A
    5 Years
    StatisticFXZCategory
    Alpha (against Standard Index)2.39N/A
    Beta (against Standard Index)1.19N/A
    Mean Annual Return1.25N/A
    R-squared (against Standard Index)78.37N/A
    Standard Deviation19.47N/A
    Sharpe Ratio0.77N/A
    10 Years
    StatisticFXZCategory
    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