FDTS - First Trust Developed Markets ex-US Small Cap AlphaDEX Fund

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsFDTSCategory Average
5 YearsFDTSCategory Average
10 YearsFDTSCategory Average
Alpha
-3.042.72
-0.123.45
01.92
Beta
1.220.87
10.92
00.96
Mean Annual Return
0.570.17
0.280.63
00.44
R-squared
87.3584.01
78.7990.8
093.18
Standard Deviation
13.7311.96
13.4813.04
019.13
Sharpe Ratio
0.40.17
0.190.57
00.24
Treynor Ratio
3.851.46
1.667.46
02.8