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First Trust Dorsey Wright Dynamic Focus 5 ETF (FVC)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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34.88+0.16 (+0.46%)
At close: 04:00PM EDT

Risk statistics

3 yearsFVCCategory average
5 yearsFVCCategory average
10 yearsFVCCategory average
Alpha
-7.35-5.08
-4.95-4.47
0-4
BETA
0.640.99
0.741.07
01.07
Mean annual return
0.060.46
0.651.07
00.83
R-squared
68.5482.37
74.2584.12
083.03
Standard deviation
13.6419.39
15.5921.21
018.02
Sharpe ratio
-0.190.12
0.350.5
00.47
Treynor ratio
-5.520.56
6.118.35
06.71