FXZ - First Trust Materials AlphaDEX Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsFXZCategory Average
5 YearsFXZCategory Average
10 YearsFXZCategory Average
Alpha
-9.15-7.11
-3.95-9.35
-0.48-0.04
Beta
1.431.32
1.351.33
1.271.28
Mean Annual Return
0.30.03
0.320.42
0.920.59
R-squared
75.4661.16
74.6465.69
76.175.15
Standard Deviation
18.5620.01
18.420.72
19.3525.59
Sharpe Ratio
0.110.05
0.160.31
0.540.26
Treynor Ratio
0.27-0.95
0.923.06
7.12.49