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First Trust Value Line 100 ETF (FVL)
At
11:53AM ET
:
10.48
0.10
(0.96%)
MORE ON FVL
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
FVL
Category
Alpha (against Standard Index)
-7.40
0.87
Beta (against Standard Index)
0.93
1.06
Mean Annual Return
-0.91
-0.29
R-squared (against Standard Index)
72.50
83.73
Standard Deviation
21.83
N/A
Sharpe Ratio
-0.61
-0.26
5 Years
Statistic
FVL
Category
Alpha (against Standard Index)
-4.67
N/A
Beta (against Standard Index)
1
N/A
Mean Annual Return
-0.22
N/A
R-squared (against Standard Index)
68.68
N/A
Standard Deviation
19.44
N/A
Sharpe Ratio
-0.29
N/A
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