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    First Trust Capital Strength ETF (FTCS)

    -NasdaqGM
    40.14 Up 0.33(0.83%) Sep 30, 3:59PM EDT

    Risk as of Aug 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFTCSCategory
    Alpha (against Standard Index)1.75N/A
    Beta (against Standard Index)0.90N/A
    Mean Annual Return1.07N/A
    R-squared (against Standard Index)90.71N/A
    Standard Deviation10.30N/A
    Sharpe Ratio1.23N/A
    5 Years
    StatisticFTCSCategory
    Alpha (against Standard Index)-1.30N/A
    Beta (against Standard Index)1.12N/A
    Mean Annual Return1.24N/A
    R-squared (against Standard Index)85.68N/A
    Standard Deviation14.21N/A
    Sharpe Ratio1.04N/A
    10 Years
    StatisticFTCSCategory
    Alpha (against Standard Index)1.11N/A
    Beta (against Standard Index)1.06N/A
    Mean Annual Return0.84N/A
    R-squared (against Standard Index)90.31N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio7.56N/A