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First Trust S&P International Dividend Aristocrats ETF (FID)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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16.28+0.20 (+1.24%)
At close: 04:00PM EDT

Risk statistics

3 yearsFIDCategory average
5 yearsFIDCategory average
10 yearsFIDCategory average
Alpha
-1.593.26
-2.460.76
-2.22-0.47
BETA
0.840.97
0.981.03
0.921.02
Mean annual return
0.020.41
0.320.61
0.210.38
R-squared
88.6788.32
87.689.6
85.889.13
Standard deviation
14.5816.89
18.319.22
14.8616.17
Sharpe ratio
-0.190.12
0.090.27
0.060.19
Treynor ratio
-4.590.66
03.38
-0.171.77