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First Trust Developed Intl Eq Sel ETF (RNDM)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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50.35
-0.50
(-0.98%)
At close: 03:56PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
RNDM
Category average
5 years
RNDM
Category average
10 years
RNDM
Category average
Alpha
-0.86
1.06
-0.67
0.67
0
0.39
BETA
0.92
1
0.9
1
0
0.98
Mean annual return
0.58
0.36
0.24
0.67
0
0.47
R-squared
91.89
92.8
93.06
93.44
0
92.5
Standard deviation
16.33
17.13
16.23
18.16
0
15.32
Sharpe ratio
0.34
0.09
0.08
0.32
0
0.27
Treynor ratio
4.77
0.09
-0.12
4.45
0
3.18
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