FYX - First Trust Small Cap Core AlphaDEX Fund

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsFYXCategory Average
5 YearsFYXCategory Average
10 YearsFYXCategory Average
Alpha
-7.85-4.11
-5.8-2.26
-3.88-1.12
Beta
1.281.06
1.181.1
1.21.21
Mean Annual Return
0.670.46
0.521.04
1.020.67
R-squared
71.4863.81
67.2769.4
74.6582.9
Standard Deviation
18.4614.26
17.1613.72
17.5220.3
Sharpe Ratio
0.350.38
0.310.9
0.670.36
Treynor Ratio
3.894.28
3.3210.96
8.94.39