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First Trust Dow Jones Sel MicroCap ETF (FDM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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62.81+0.21 (+0.34%)
At close: 03:59PM EDT

Risk statistics

3 yearsFDMCategory average
5 yearsFDMCategory average
10 yearsFDMCategory average
Alpha
-5.24-4.15
-5.46-4.72
-3.59-5.55
BETA
0.950.95
1.131.14
1.081.13
Mean annual return
0.310.41
0.850.92
0.860.74
R-squared
63.6665.28
66.2570.3
59.5267.68
Standard deviation
20.9420.8
25.5725.08
21.421
Sharpe ratio
0.030.09
0.310.36
0.410.35
Treynor ratio
-1.54-0.21
4.345.43
6.224.72