First Trust Risk Adjusted Performance

FHH Etf  CAD 39.81  -0.60  -1.48%   
Observed values used to calculate the Risk Adjusted Performance technical indicator for First Trust AlphaDEX. Certain instruments may report limited data depending on market coverage.
First Trust AlphaDEX has current Risk Adjusted Performance of -0.09.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
-0.09
ER[a] = Expected return on investing in First Trust
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

First Trust Risk Adjusted Performance Peers Comparison

First Risk Adjusted Performance Relative To Other Indicators

First Trust AlphaDEX is rated below average in risk adjusted performance against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Compare First Trust to Peers

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