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
-7-7.11
-3.28-9.35
0.3-0.04
Beta
1.41.32
1.341.33
1.261.28
Mean Annual Return
0.730.03
0.450.42
1.130.59
R-squared
75.7461.16
74.765.69
76.8175.15
Standard Deviation
18.2220.01
18.2420.72
19.4625.59
Sharpe Ratio
0.40.05
0.240.31
0.670.26
Treynor Ratio
4.21-0.95
2.133.06
9.372.49