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First Trust Dorsey Wright International Focus 5 ETF (IFV)

NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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19.26-0.04 (-0.21%)
At close: 04:00PM EDT

Risk Statistics

3 YearsIFVCategory Average
5 YearsIFVCategory Average
10 YearsIFVCategory Average
Alpha
-3.781.06
-2.060.67
00.39
BETA
0.871
1.091
00.98
Mean Annual Return
-0.050.36
0.480.67
00.47
R-squared
88.0892.8
87.3993.44
092.5
Standard Deviation
15.3117.13
20.518.16
015.32
Sharpe Ratio
-0.230.09
0.180.32
00.27
Treynor Ratio
-5.380.09
1.344.45
03.18