FDM - First Trust Dow Jones Select MicroCap Index Fund

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFDMCategory Average
5 YearsFDMCategory Average
10 YearsFDMCategory Average
Alpha
-1.9-3.76
-1.01-2.04
-2.48-1.48
Beta
1.071.06
0.991.12
1.171.26
Mean Annual Return
0.890.49
0.731.07
1.150.67
R-squared
48.4463.24
47.0869.4
65.4579.68
Standard Deviation
17.9514.31
16.8213.86
18.2721.69
Sharpe Ratio
0.510.42
0.470.92
0.730.33
Treynor Ratio
7.544.82
6.911.2
10.53.99