FLM - First Trust Global Engineering and Construction ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsFLMCategory Average
5 YearsFLMCategory Average
10 YearsFLMCategory Average
Alpha
-7.092.18
-5.484.61
-5.443.86
Beta
1.130.98
1.080.94
1.181.01
Mean Annual Return
0.50.49
0.141.04
0.580.76
R-squared
82.3567.62
73.0464.78
80.9977.78
Standard Deviation
14.1113.53
14.913.57
17.6819.53
Sharpe Ratio
0.320.46
0.050.96
0.370.43
Treynor Ratio
3.175.69
-0.3213.86
4.36.66