FLM - First Trust Global Engineering and Construction ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFLMCategory Average
5 YearsFLMCategory Average
10 YearsFLMCategory Average
Alpha
-9.282.18
-6.354.61
-6.023.86
Beta
1.130.98
1.090.94
1.191.01
Mean Annual Return
0.10.49
0.011.04
0.40.76
R-squared
78.7667.62
71.4664.78
80.2477.78
Standard Deviation
14.3813.53
15.1413.57
17.6519.53
Sharpe Ratio
-0.020.46
-0.060.96
0.240.43
Treynor Ratio
-1.255.69
-1.8113.86
2.336.66