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Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA)

30.62 +0.12 (+0.38%)
At close: April 26 at 3:48 PM EDT

ETF Summary

The fund invests, under normal market circumstances, at least 80% of its net assets in component securities of the underlying index. The underlying index is sponsored and maintained by FCF Indexes LLC (the “index provider”), an affiliate of FCF Advisors LLC, the fund’s investment adviser. The underlying index is designed to track the investment results of a rules-based strategy that aims to provide exposure to “real assets” equities based on the adviser’s proprietary research.

Risk Overview

Performance & Risk

YTD Return 6.67%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DFRACategory AverageDFRACategory AverageDFRACategory Average
Alpha 0 -0.96 0 -2.78 0 -2.78
BETA 0 0.83 0 0.94 0 0.95
Mean Annual Return 0 0.82 0 1.02 0 0.83
R-squared 0 78.1 0 83.03 0 84.03
Standard Deviation 0 16.49 0 19.03 0 15.69
Sharpe Ratio 0 0.42 0 0.53 0 0.55
Treynor Ratio 0 7.17 0 9.26 0 8.11

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