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Wednesday, December 23, 2009, 1:00PM ET - U.S. Markets close in 3 hrs.. Dow Up 0.01% Nasdaq Up 0.57%
First Trust Value Line 100 ETF (FVL)At 11:53AM ET: 10.48  Up 0.10 (0.96%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticFVLCategory
Alpha (against Standard Index)-7.400.87
Beta (against Standard Index)0.931.06
Mean Annual Return-0.91-0.29
R-squared (against Standard Index)72.5083.73
Standard Deviation21.83N/A
Sharpe Ratio-0.61-0.26
5 Years
StatisticFVLCategory
Alpha (against Standard Index)-4.67N/A
Beta (against Standard Index)1N/A
Mean Annual Return-0.22N/A
R-squared (against Standard Index)68.68N/A
Standard Deviation19.44N/A
Sharpe Ratio-0.29N/A

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