FTCS - First Trust Capital Strength ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsFTCSCategory Average
5 YearsFTCSCategory Average
10 YearsFTCSCategory Average
Alpha
1.34-0.65
1.15-0.48
-0.480.15
Beta
0.90.98
0.891
1.051
Mean Annual Return
1.230.86
0.921.28
1.150.69
R-squared
9494.06
92.6395.34
89.6296.99
Standard Deviation
11.210.9
11.0411.38
13.8215.42
Sharpe Ratio
1.160.94
0.911.34
0.960.48
Treynor Ratio
14.910.38
11.1215.73
12.516.54