NasdaqGM - Delayed Quote USD

First Trust Dorsey Wright Momentum & Value ETF (DVLU)

28.32 +0.06 (+0.21%)
At close: April 26 at 4:00 PM EDT

ETF Summary

Under normal conditions, the fund will invest at least 90% of its net assets (including investment borrowings) in the equity securities that comprise the index. The index is a rules-based equity index designed to track the overall performance of the 50 most undervalued stocks comprising the NASDAQ U.S. Large Mid Cap Index TM that exhibit high levels of "relative strength."

Risk Overview

Performance & Risk

YTD Return 9.21%
5y Average Return 10.73%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DVLUCategory AverageDVLUCategory AverageDVLUCategory Average
Alpha 1.61 -2.28 -2.22 -4.13 0 -4.54
BETA 1 0.92 1.16 1.08 0 1.07
Mean Annual Return 1.17 0.79 1.31 1.06 0 0.8
R-squared 64.9 73.89 70.35 78.08 0 78.2
Standard Deviation 21.82 18.89 25.34 22.38 0 18.28
Sharpe Ratio 0.51 0.34 0.54 0.47 0 0.45
Treynor Ratio 9.4 5.42 9.42 7.91 0 6.4

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