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First Trust Multi Cap Val AlphaDEX ETF (FAB)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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78.23-0.53 (-0.67%)
At close: 04:00PM EDT

Risk statistics

3 yearsFABCategory average
5 yearsFABCategory average
10 yearsFABCategory average
Alpha
-3.31-3.56
-4.45-4.29
-5.71-4.57
BETA
0.970.93
1.21.07
1.181.06
Mean annual return
0.60.55
1.231.09
0.790.78
R-squared
71.2874.62
75.8877.71
76.1178.4
Standard deviation
20.4619.1
24.9722.15
20.5718.38
Sharpe ratio
0.20.18
0.50.49
0.380.43
Treynor ratio
2.11.78
8.38.32
5.146.01