FXZ - First Trust Materials AlphaDEX Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFXZCategory Average
5 YearsFXZCategory Average
10 YearsFXZCategory Average
Alpha
-5.67-7.11
-3.22-9.35
0.15-0.04
Beta
1.281.32
1.271.33
1.231.28
Mean Annual Return
0.70.03
0.490.42
1.180.59
R-squared
69.0161.16
71.5765.69
76.1975.15
Standard Deviation
15.5620.01
16.7320.72
19.0325.59
Sharpe Ratio
0.450.05
0.30.31
0.720.26
Treynor Ratio
4.78-0.95
2.983.06
10.272.49