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    First Trust US Equity Opportunities ETF (FPX)

    -NYSEArca
    57.60 Up 0.74(1.30%) Feb 17, 8:00PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFPXCategory
    Alpha (against Standard Index)-3.54N/A
    Beta (against Standard Index)1.15N/A
    Mean Annual Return0.74N/A
    R-squared (against Standard Index)82.12N/A
    Standard Deviation13.26N/A
    Sharpe Ratio0.66N/A
    5 Years
    StatisticFPXCategory
    Alpha (against Standard Index)1.65N/A
    Beta (against Standard Index)1.14N/A
    Mean Annual Return1.45N/A
    R-squared (against Standard Index)76.85N/A
    Standard Deviation13.37N/A
    Sharpe Ratio1.29N/A
    10 Years
    StatisticFPXCategory
    Alpha (against Standard Index)2.63N/A
    Beta (against Standard Index)1.12N/A
    Mean Annual Return0.96N/A
    R-squared (against Standard Index)85.71N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio8.47N/A