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First Trust Brazil AlphaDEX® ETF (FBZ)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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15.35+0.04 (+0.26%)
At close: 3:59PM EDT
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Risk Statistics

3 YearsFBZCategory Average
5 YearsFBZCategory Average
10 YearsFBZCategory Average
Alpha
-6.32-2.88
-14.74-8.91
03.05
Beta
1.731.54
1.621.38
01.32
Mean Annual Return
-0.32-0.34
-0.2-0.23
00.62
R-squared
39.1942.86
40.8249.39
067.78
Standard Deviation
34.3629.67
29.3226.6
030.97
Sharpe Ratio
-0.12-0.15
-0.09-0.11
00.21
Treynor Ratio
-5.39-5.33
-4.08-4.51
01.32