FDM - First Trust Dow Jones Select MicroCap Index Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsFDMCategory Average
5 YearsFDMCategory Average
10 YearsFDMCategory Average
Alpha
-1.33-3.76
-1.79-2.04
-2.59-1.48
Beta
1.061.06
0.981.12
1.21.26
Mean Annual Return
1.060.49
0.751.07
1.350.67
R-squared
43.6663.24
43.3769.4
64.9379.68
Standard Deviation
17.2414.31
16.5413.86
18.9421.69
Sharpe Ratio
0.660.42
0.490.92
0.830.33
Treynor Ratio
104.82
7.311.2
12.433.99