FV - First Trust Dorsey Wright Focus 5 ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsFVCategory Average
5 YearsFVCategory Average
10 YearsFVCategory Average
Alpha
0.94-2.82
-1.57-1.98
00.13
BETA
1.021.04
1.061.12
01.14
Mean Annual Return
1.360.73
0.981.31
00.78
R-squared
74.2682.23
81.9884.92
088.73
Standard Deviation
21.2112.42
21.8713.55
018.48
Sharpe Ratio
0.710.71
0.461.17
00.46
Treynor Ratio
13.658.09
7.7514.25
06.18