FXR - First Trust Industrials/Producer Durables AlphaDEX Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsFXRCategory Average
5 YearsFXRCategory Average
10 YearsFXRCategory Average
Alpha
1.032.18
0.644.61
3.493.86
Beta
1.390.98
1.260.94
1.151.01
Mean Annual Return
1.180.49
0.781.04
1.140.76
R-squared
72.2867.62
72.6264.78
74.7877.78
Standard Deviation
18.5413.53
17.3513.57
17.619.53
Sharpe Ratio
0.680.46
0.480.96
0.740.43
Treynor Ratio
8.385.69
5.6613.86
10.666.66