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First Trust Dorsey Wright Focus 5 ETF (FV)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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56.55-0.03 (-0.05%)
At close: 04:00PM EDT

Risk Statistics

3 YearsFVCategory Average
5 YearsFVCategory Average
10 YearsFVCategory Average
Alpha
-1.69-4.61
-0.98-4.16
-0.95-3.92
BETA
1.10.99
1.081.07
1.11.07
Mean Annual Return
0.680.39
1.180.9
1.090.82
R-squared
74.9982.34
82.0384.55
79.9883.1
Standard Deviation
22.2619.31
22.0221.48
18.6518.01
Sharpe Ratio
0.230.08
0.540.4
0.620.47
Treynor Ratio
2.6-0.2
9.456.19
9.496.57