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First Trust Exchange-Traded Fund V - First Trust Morningstar Managed Futures Strategy Fund (FMF)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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45.8299-0.0301 (-0.0656%)
At close: 2:04PM EDT
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Risk Statistics

3 YearsFMFCategory Average
5 YearsFMFCategory Average
10 YearsFMFCategory Average
Alpha
-4.89-2.95
0-2.73
0N/A
Beta
0.290.28
00.32
0N/A
Mean Annual Return
-0.21-0.04
0-0.11
0N/A
R-squared
47.6534.44
024.06
0N/A
Standard Deviation
4.365.19
05.96
0N/A
Sharpe Ratio
-0.63-0.12
0-0.23
0N/A
Treynor Ratio
-9.83-2.2
0-4.72
0N/A