FXR - First Trust Indtls/PrdcrDurbAlphaDEXETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFXRCategory Average
5 YearsFXRCategory Average
10 YearsFXRCategory Average
Alpha
1.622.18
4.774.61
3.963.86
Beta
1.060.98
1.080.94
1.151.01
Mean Annual Return
0.870.49
1.381.04
0.870.76
R-squared
57.4767.62
60.0464.78
80.3777.78
Standard Deviation
14.913.53
13.8913.57
21.5419.53
Sharpe Ratio
0.670.46
1.170.96
0.470.43
Treynor Ratio
8.775.69
15.2713.86
7.016.66