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First Trust Hrzn MgdVolatil Dev Intl ETF (HDMV)

NYSEArca - Nasdaq Real-time price. Currency in USD
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28.71-0.11 (-0.39%)
At close: 01:32PM EST

Risk statistics

3 yearsHDMVCategory average
5 yearsHDMVCategory average
10 yearsHDMVCategory average
Alpha
-0.244.64
-3.870.51
0-0.43
BETA
0.730.98
0.761.03
01.02
Mean annual return
0.190.59
0.140.62
00.41
R-squared
84.6187.5
86.0289.66
089.28
Standard deviation
12.94N/A
14.34N/A
0N/A
Sharpe ratio
-0.030.27
-0.020.28
00.22
Treynor ratio
-1.683.4
-1.823.57
02.24