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

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsFDTSCategory Average
5 YearsFDTSCategory Average
10 YearsFDTSCategory Average
Alpha
-3.762.72
-1.083.45
01.92
Beta
1.180.87
10.92
00.96
Mean Annual Return
0.290.17
0.090.63
00.44
R-squared
89.184.01
80.5190.8
093.18
Standard Deviation
14.311.96
14.0513.04
019.13
Sharpe Ratio
0.130.17
00.57
00.24
Treynor Ratio
0.761.46
-0.927.46
02.8