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First Trust Dow Jones Internet ETF (FDN)

-NYSEArca
87.32 Up 0.46(0.53%) 10:55AM EDT - Nasdaq Real Time Price

Risk as of Feb 27, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFDNCategory
Alpha (against Standard Index)4.99N/A
Beta (against Standard Index)1.19N/A
Mean Annual Return0.93N/A
R-squared (against Standard Index)56.42N/A
Standard Deviation17.02N/A
Sharpe Ratio0.65N/A
5 Years
StatisticFDNCategory
Alpha (against Standard Index)10.01N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return1.60N/A
R-squared (against Standard Index)56.10N/A
Standard Deviation15.89N/A
Sharpe Ratio1.20N/A
10 Years
StatisticFDNCategory
Alpha (against Standard Index)9.55N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return1.28N/A
R-squared (against Standard Index)74.84N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio12.45N/A