Unlock stock picks and a broker-level newsfeed that powers Wall Street.

NYSEArca - Delayed Quote USD

First Trust Industrials/Producer Durables AlphaDEX Fund (FXR)

68.00
-0.11
(-0.16%)
At close: May 7 at 4:00:00 PM EDT

ETF Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the securities that comprise the index. The index is a modified equal-dollar weighted index to objectively identify and select stocks from the Russell 1000® Index in the industrials and producer durables sectors that may generate positive alpha relative to traditional passive-style indices through the use of the AlphaDEX® selection methodology.

Risk Overview

Performance & Risk

YTD Return -8.96%
5y Average Return 16.08%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.30
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FXRCategory AverageFXRCategory AverageFXRCategory Average
Alpha -1.64 -2.02 0.6 0.21 -0.51 0.41
BETA 1.3 1.24 1.23 1.22 1.28 1.2
Mean Annual Return 0.94 0.87 1.38 1.33 0.91 0.94
R-squared 77.72 69.25 78.87 69.87 80.19 73.44
Standard Deviation 22.76 23.3 21.1 22.45 21.12 20.88
Sharpe Ratio 0.29 0.29 0.65 0.61 0.42 0.46
Treynor Ratio 3.39 3.62 10.17 9.97 5.52 6.45

Related Tickers