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First Trust S&P International Dividend Aristocrats ETF (FID)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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15.94-0.12 (-0.78%)
At close: 04:00PM EDT

Risk statistics

3 yearsFIDCategory average
5 yearsFIDCategory average
10 yearsFIDCategory average
Alpha
-1.233.57
-2.341.17
-2.01-0.23
BETA
0.840.97
0.981.03
0.921.02
Mean annual return
0.050.43
0.470.79
0.230.41
R-squared
88.0488.17
87.489.38
85.6489.14
Standard deviation
14.6816.93
18.3119.05
14.9216.21
Sharpe ratio
-0.180.12
0.190.38
0.080.21
Treynor ratio
-4.40.73
1.815.53
0.12.06