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First Trust Lunt U.S. Factor Rotation ETF (FCTR)

Cboe US - Cboe US Delayed price. Currency in USD
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31.00-0.10 (-0.32%)
At close: 03:55PM EDT

Risk statistics

3 yearsFCTRCategory average
5 yearsFCTRCategory average
10 yearsFCTRCategory average
Alpha
-11.57-1.52
-6-1.12
0-1.2
BETA
1.060.95
1.080.98
00.99
Mean annual return
-0.030.74
0.961.25
00.99
R-squared
81.1493.99
79.3295.11
095.1
Standard deviation
20.9317.52
22.0418.32
015.51
Sharpe ratio
-0.170.32
0.420.7
00.67
Treynor ratio
-5.464.49
6.7512.18
09.75