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First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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29.75+0.29 (+0.98%)
At close: 04:00PM EDT

Risk statistics

3 yearsDVOLCategory average
5 yearsDVOLCategory average
10 yearsDVOLCategory average
Alpha
-2.59-1.27
-2.28-1.02
0-1.16
BETA
0.840.96
0.80.98
00.99
Mean annual return
0.480.65
0.791.07
00.97
R-squared
74.4893.97
70.8495.24
095.13
Standard deviation
17.2317.4
17.6718.57
015.48
Sharpe ratio
0.160.27
0.420.58
00.66
Treynor ratio
1.53.46
7.529.77
09.57