FNY - First Trust Mid Cap Growth AlphaDEX ETF

NasdaqGS - NasdaqGS Real-time price. Currency in USD

Risk statistics

3 yearsFNYCategory average
5 yearsFNYCategory average
10 yearsFNYCategory average
Alpha
-1.93-2.52
-0.74-2.27
00.64
Beta
1.220.96
1.081.04
01.1
Mean annual return
1.170.69
0.921.19
00.8
R-squared
79.6474.68
75.5379.23
084.56
Standard deviation
16.6212.1
14.7613.05
018.24
Sharpe ratio
0.740.68
0.681.09
00.48
Treynor ratio
9.678.14
8.7513.68
06.64
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