FXN - First Trust Energy AlphaDEX Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFXNCategory Average
5 YearsFXNCategory Average
10 YearsFXNCategory Average
Alpha
-26-16.86
-24.48-14.03
-14.02-1.08
Beta
1.561.43
1.571.34
1.491.2
Mean Annual Return
-0.76-0.96
-1.1-0.23
-0.030.42
R-squared
41.0139.8
41.0344.54
54.0457.66
Standard Deviation
27.5225.84
28.8223.59
26.6927.21
Sharpe Ratio
-0.39-0.39
-0.5-0.09
-0.040.16
Treynor Ratio
-8.86-8.63
-10.87-3.67
-3.010.59