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First Trust Cnsmr Staples AlphaDEX ETF (FXG)

NYSEArca - Nasdaq Real-time price. Currency in USD
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66.58-0.40 (-0.60%)
As of 11:07AM EDT. Market open.

Risk statistics

3 yearsFXGCategory average
5 yearsFXGCategory average
10 yearsFXGCategory average
Alpha
2.2-0.2
1.880.63
1.892.15
BETA
0.640.65
0.690.69
0.680.66
Mean annual return
0.70.51
0.90.8
0.730.74
R-squared
55.3654.06
62.5563.28
53.3452.71
Standard deviation
14.0814.48
15.4415.38
13.6313.38
Sharpe ratio
0.390.22
0.560.48
0.530.55
Treynor ratio
7.463.73
11.479.62
9.810.32