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First Trust Dow Jones Select MicroCp Idx (FDM)

-NYSEArca
32.06 0.07(0.23%) Jul 9, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFDMCategory
Alpha (against Standard Index)-8.73N/A
Beta (against Standard Index)1.43N/A
Mean Annual Return1.20N/A
R-squared (against Standard Index)83.99N/A
Standard Deviation19.16N/A
Sharpe Ratio0.75N/A
5 Years
StatisticFDMCategory
Alpha (against Standard Index)-5.07N/A
Beta (against Standard Index)1.32N/A
Mean Annual Return1.58N/A
R-squared (against Standard Index)80.96N/A
Standard Deviation19.66N/A
Sharpe Ratio0.96N/A