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First Trust Small Cap Val AlphaDEX ETF (FYT)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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52.51+0.16 (+0.31%)
At close: 04:00PM EDT

Risk statistics

3 yearsFYTCategory average
5 yearsFYTCategory average
10 yearsFYTCategory average
Alpha
-5.64-4.15
-5.67-4.72
-7.25-5.55
BETA
1.040.95
1.341.14
1.31.13
Mean annual return
0.330.41
1.050.92
0.750.74
R-squared
62.6265.28
70.6170.3
66.7367.68
Standard deviation
23.0720.8
29.4525.08
24.1521
Sharpe ratio
0.040.09
0.350.36
0.310.35
Treynor ratio
-1.69-0.21
4.715.43
3.674.72