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First Trust RiverFront Dynamic Developed International ETF (RFDI)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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64.86-0.05 (-0.08%)
At close: 04:00PM EDT

Risk statistics

3 yearsRFDICategory average
5 yearsRFDICategory average
10 yearsRFDICategory average
Alpha
0.890.82
-0.10.46
00.35
BETA
1.051.01
1.011
00.98
Mean annual return
0.210.21
0.530.58
00.44
R-squared
85.9292.68
89.8193.39
092.45
Standard deviation
18.5717.15
18.7618.19
015.36
Sharpe ratio
-0.03-0.03
0.220.26
00.25
Treynor ratio
-2.23-1.92
2.513.24
02.76