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First Trust Dorsey Wright Intl Foc 5 (IFV)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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19.77+0.02 (+0.13%)
As of 12:22PM EDT. Market open.

Risk statistics

3 yearsIFVCategory average
5 yearsIFVCategory average
10 yearsIFVCategory average
Alpha
-4.510.82
-2.360.46
00.35
BETA
0.881.01
1.091
00.98
Mean annual return
-0.220.21
0.370.58
00.44
R-squared
87.6492.68
87.3693.39
092.45
Standard deviation
15.3917.15
20.5618.19
015.36
Sharpe ratio
-0.38-0.03
0.110.26
00.25
Treynor ratio
-7.87-1.92
0.093.24
02.76