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First Trust Dev Mkts Ex-US AlphaDEX ETF (FDT)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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55.58+0.41 (+0.74%)
At close: 04:00PM EDT

Risk statistics

3 yearsFDTCategory average
5 yearsFDTCategory average
10 yearsFDTCategory average
Alpha
-0.670.82
-1.770.46
-0.750.35
BETA
1.121.01
1.121
1.080.98
Mean annual return
0.070.21
0.430.58
0.380.44
R-squared
93.4792.68
94.5393.39
92.6392.45
Standard deviation
18.9117.15
20.318.19
16.7915.36
Sharpe ratio
-0.12-0.03
0.150.26
0.180.25
Treynor ratio
-3.64-1.92
0.853.24
1.482.76