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First Trust Dow Jones Sel MicroCap ETF (FDM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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59.27-1.28 (-2.11%)
At close: 03:31PM EDT

Risk statistics

3 yearsFDMCategory average
5 yearsFDMCategory average
10 yearsFDMCategory average
Alpha
-6.01-5.15
-5.54-4.48
-3.42-5.45
BETA
0.950.95
1.131.13
1.081.13
Mean annual return
0.360.44
1.061.15
0.90.77
R-squared
64.5666.16
65.6469.48
59.7267.78
Standard deviation
21.0520.86
25.3524.71
21.4321.04
Sharpe ratio
0.050.1
0.410.47
0.430.37
Treynor ratio
-1.08-0.02
6.78.1
6.625.03