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First Trust Dow Jones Sel MicroCap ETF (FDM)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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44.42+0.10 (+0.23%)
At close: 3:59PM EDT
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Risk Statistics

3 YearsFDMCategory Average
5 YearsFDMCategory Average
10 YearsFDMCategory Average
Alpha
3.46-3.76
1.88-2.04
-1.09-1.48
Beta
0.941.06
1.031.12
1.221.26
Mean Annual Return
1.050.49
1.351.07
0.770.67
R-squared
34.5463.24
43.669.4
74.2679.68
Standard Deviation
16.2214.31
14.9513.86
21.4421.69
Sharpe Ratio
0.760.42
1.070.92
0.410.33
Treynor Ratio
12.324.82
15.5511.2
5.483.99