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First Trust Developed International Equity Select ETF (RNDM)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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50.35-0.50 (-0.98%)
At close: 03:56PM EDT

Risk statistics

3 yearsRNDMCategory average
5 yearsRNDMCategory average
10 yearsRNDMCategory average
Alpha
-0.861.3
-0.670.76
00.54
BETA
0.921.01
0.91
00.98
Mean annual return
0.580.24
0.240.74
00.46
R-squared
91.8992.52
93.0693.06
092.39
Standard deviation
16.3317.24
16.2318.07
015.42
Sharpe ratio
0.34-0.02
0.080.37
00.26
Treynor ratio
4.77-1.7
-0.125.28
03.01