• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up1.33% Nasdaq Up1.33%

    First Trust Dow Jones Sel MicroCap ETF (FDM)

    -NYSEArca
    33.46 Up 0.75(2.30%) 4:00PM EDT

    Risk as of May 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFDMCategory
    Alpha (against Standard Index)-0.71N/A
    Beta (against Standard Index)0.98N/A
    Mean Annual Return0.85N/A
    R-squared (against Standard Index)52.33N/A
    Standard Deviation15.28N/A
    Sharpe Ratio0.66N/A
    5 Years
    StatisticFDMCategory
    Alpha (against Standard Index)-4.39N/A
    Beta (against Standard Index)1.21N/A
    Mean Annual Return0.82N/A
    R-squared (against Standard Index)69.36N/A
    Standard Deviation17.65N/A
    Sharpe Ratio0.56N/A
    10 Years
    StatisticFDMCategory
    Alpha (against Standard Index)-2.50N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.61N/A
    R-squared (against Standard Index)77.34N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio3.56N/A