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First Trust Technology AlphaDEX ETF (FXL)

NYSEArca - NYSEArca Delayed price. Currency in USD
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134.22-0.57 (-0.42%)
At close: 03:59PM EDT

Risk statistics

3 yearsFXLCategory average
5 yearsFXLCategory average
10 yearsFXLCategory average
Alpha
-0.97-2.55
3.463.07
6.226.49
BETA
1.21.29
1.181.21
1.21.2
Mean annual return
0.50.39
1.51.49
1.411.43
R-squared
78.6368.9
80.2471.34
75.8271.01
Standard deviation
22.6126.25
23.2625.5
20.4721.32
Sharpe ratio
0.120.07
0.680.63
0.750.74
Treynor ratio
0.26-1.2
12.0211.37
11.9512.1