FYX - First Trust Small Cap Core AlphaDEX Fund

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsFYXCategory Average
5 YearsFYXCategory Average
10 YearsFYXCategory Average
Alpha
-4.7-4.11
-5.25-2.26
-3.05-1.12
Beta
1.261.06
1.161.1
1.181.21
Mean Annual Return
1.110.46
0.681.04
1.220.67
R-squared
66.2263.81
63.1669.4
73.4382.9
Standard Deviation
16.8414.26
16.4613.72
17.1320.3
Sharpe Ratio
0.710.38
0.440.9
0.830.36
Treynor Ratio
8.894.28
5.3410.96
11.534.39