|Time Horizon||30 Days Login to change|
First Trust South Relative Risk vs. Return LandscapeIf you would invest 2,639 in First Trust South Korea AlphaDEX ETF on June 19, 2018 and sell it today you would lose (190.00) from holding First Trust South Korea AlphaDEX ETF or give up 7.2% of portfolio value over 30 days. First Trust South Korea AlphaDEX ETF is generating negative expected returns assuming volatility of 1.085% on return distribution over 30 days investment horizon. In other words, 9% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
First Trust Market Risk Analysis
Sharpe Ratio = -0.3221