NYSEArca - Delayed Quote USD

First Trust Industrials/Producer Durables AlphaDEX Fund (FXR)

68.27 +0.11 (+0.16%)
At close: April 19 at 3:59 PM EDT
68.08 -0.19 (-0.28%)
After hours: April 19 at 4:04 PM EDT

ETF Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the securities that comprise the index. The index is a modified equal-dollar weighted index to objectively identify and select stocks from the Russell 1000® Index in the industrials and producer durables sectors that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX® selection methodology.

Risk Overview

Performance & Risk

YTD Return 5.19%
5y Average Return 11.29%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.19
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FXRCategory AverageFXRCategory AverageFXRCategory Average
Alpha 2.39 -0.95 1.35 -0.17 0.57 1.15
BETA 1.19 1.16 1.26 1.22 1.26 1.17
Mean Annual Return 0.96 0.66 1.32 1.16 1 0.99
R-squared 85.65 72.67 88.76 78.4 82.42 74.63
Standard Deviation 21.33 22.71 23.73 24.56 20.44 20.06
Sharpe Ratio 0.4 0.25 0.58 0.49 0.52 0.52
Treynor Ratio 5.65 2.98 9.29 7.91 7.1 7.66

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