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
-12.862.18
-7.494.61
-5.843.86
Beta
1.180.98
1.110.94
1.21.01
Mean Annual Return
-0.380.49
0.041.04
0.480.76
R-squared
90.4167.62
83.2964.78
83.0577.78
Standard Deviation
20.1613.53
17.6313.57
18.519.53
Sharpe Ratio
-0.310.46
-0.040.96
0.280.43
Treynor Ratio
-6.925.69
-2.0213.86
2.946.66