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First Trust Large Cap Gr AlphaDEX ETF (FTC)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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116.67
-1.69
(-1.43%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FTC
Category average
5 years
FTC
Category average
10 years
FTC
Category average
Alpha
-2.96
-3.69
-1.46
-0.43
-1
-0.12
BETA
1.11
1.12
1.04
1.06
1.04
1.06
Mean annual return
0.88
0.83
1.24
1.35
1.07
1.17
R-squared
90.46
86.95
89.13
87.4
87.98
87.04
Standard deviation
20.5
21.48
20.27
20.98
16.82
17.34
Sharpe ratio
0.37
0.35
0.63
0.68
0.68
0.73
Treynor ratio
5.26
4.68
11.02
12.1
10.2
11.11
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