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
-24.84-16.86
-24.42-14.03
-13-1.08
Beta
1.61.43
1.591.34
1.491.2
Mean Annual Return
-0.83-0.96
-1.14-0.23
00.42
R-squared
43.1939.8
41.5344.54
54.4657.66
Standard Deviation
27.6525.84
28.8923.59
26.6627.21
Sharpe Ratio
-0.42-0.39
-0.51-0.09
-0.020.16
Treynor Ratio
-9.05-8.63
-10.98-3.67
-2.720.59