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First Trust Hrzn MgdVolatil Dev Intl ETF (HDMV)

NYSEArca - Nasdaq Real-time price. Currency in USD
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29.57+0.32 (+1.10%)
At close: 02:28PM EDT

Risk statistics

3 yearsHDMVCategory average
5 yearsHDMVCategory average
10 yearsHDMVCategory average
Alpha
-1.593.18
-5.140.72
0-0.44
BETA
0.730.97
0.781.04
01.02
Mean annual return
0.050.41
0.060.65
00.38
R-squared
86.0287.29
86.5288.89
088.92
Standard deviation
12.9117
14.3818.99
016.24
Sharpe ratio
-0.220.1
-0.110.29
00.18
Treynor ratio
-4.950.34
-3.423.72
01.62