FHK - First Trust Hong Kong AlphaDEX Fund

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsFHKCategory Average
5 YearsFHKCategory Average
10 YearsFHKCategory Average
Alpha
-5.555.99
-1.751.93
05.72
Beta
1.011.26
1.071.12
01.09
Mean Annual Return
0.110.42
0.170.58
00.79
R-squared
57.2549.26
58.6647.96
065.97
Standard Deviation
15.2723.1
17.4322.39
025.87
Sharpe Ratio
-0.020.21
0.060.31
00.34
Treynor Ratio
-1.451.99
-0.444.1
04.96