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First Trust ISE Global Wind Energy ETF (FAN)

-NYSEArca
13.47 Up 0.14(1.09%) 8:00PM EDT

Risk as of Aug 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFANCategory
Alpha (against Standard Index)5.84N/A
Beta (against Standard Index)1.17N/A
Mean Annual Return1.19N/A
R-squared (against Standard Index)67.50N/A
Standard Deviation16.61N/A
Sharpe Ratio0.85N/A
5 Years
StatisticFANCategory
Alpha (against Standard Index)-0.41N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.88N/A
R-squared (against Standard Index)63.41N/A
Standard Deviation20.49N/A
Sharpe Ratio0.51N/A
10 Years
StatisticFANCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A