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
-8.182.18
-5.644.61
-5.513.86
Beta
1.150.98
1.080.94
1.181.01
Mean Annual Return
0.190.49
0.041.04
0.510.76
R-squared
80.1867.62
71.9364.78
80.7977.78
Standard Deviation
13.913.53
14.613.57
17.619.53
Sharpe Ratio
0.060.46
-0.030.96
0.320.43
Treynor Ratio
-0.095.69
-1.3413.86
3.546.66