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First Trust Dorsey Wright Focus 5 ETF (FV)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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55.84-0.28 (-0.50%)
At close: 04:00PM EDT

Risk statistics

3 yearsFVCategory average
5 yearsFVCategory average
10 yearsFVCategory average
Alpha
-2.33-5.08
-1.08-4.47
-1.24-4
BETA
1.090.99
1.071.07
1.091.07
Mean annual return
0.750.46
1.361.07
1.080.83
R-squared
74.8982.37
81.3284.12
79.9283.03
Standard deviation
22.3219.39
21.6721.21
18.6518.02
Sharpe ratio
0.260.12
0.650.5
0.610.47
Treynor ratio
3.290.56
11.888.35
9.436.71