First Trust Capital Strength ETF (FTCS)
NasdaqGM - NasdaqGM Real-time price. Currency in USD
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As of 12:34PM EDT. Market open.
Risk statistics
3 yearsFTCSCategory average
5 yearsFTCSCategory average
10 yearsFTCSCategory average
Alpha
-2.4-1.27
-2.11-1.02
-0.28-1.16
BETA
0.820.96
0.850.98
0.860.99
Mean annual return
0.480.65
0.851.07
0.920.97
R-squared
83.2893.97
88.7195.24
89.3995.13
Standard deviation
15.817.4
16.6118.57
13.8915.48
Sharpe ratio
0.170.27
0.480.58
0.690.66
Treynor ratio
1.893.46
8.289.77
10.519.57
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