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 Dow Up0.36% Nasdaq Up0.71%

First Trust US IPO Index (FPX)

-NYSEArca
47.79 Up 0.15(0.31%) 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticFPXCategory
Alpha (against Standard Index)4.49N/A
Beta (against Standard Index)1.16N/A
Mean Annual Return1.93N/A
R-squared (against Standard Index)81.10N/A
Standard Deviation15.76N/A
Sharpe Ratio1.47N/A
5 Years
StatisticFPXCategory
Alpha (against Standard Index)4.97N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return2.06N/A
R-squared (against Standard Index)84.45N/A
Standard Deviation15.75N/A
Sharpe Ratio1.56N/A
10 Years
StatisticFPXCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A