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First Trust Mega Cap AlphaDEX ETF (FMK)


NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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29.9780.00 (0.00%)
At close: 10:54AM EDT
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Risk Statistics

3 YearsFMKCategory Average
5 YearsFMKCategory Average
10 YearsFMKCategory Average
Alpha
-3.81-0.65
-2.94-0.48
00.15
Beta
1.020.98
1.031
01
Mean Annual Return
0.550.86
1.031.28
00.69
R-squared
94.3394.06
92.6295.34
096.99
Standard Deviation
10.8610.9
10.3411.38
015.42
Sharpe Ratio
0.580.94
1.181.34
00.48
Treynor Ratio
5.8310.38
1215.73
06.54