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First Trust Global Risk Managed Income Index ETF Common (ETP.TO)

Toronto - Toronto Real-time price. Currency in CAD
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16.54-0.01 (-0.06%)
At close: 03:29PM EDT

Risk statistics

3 yearsETP.TOCategory average
5 yearsETP.TOCategory average
10 yearsETP.TOCategory average
Alpha
-2.6N/A
-2.38N/A
0N/A
BETA
0.96N/A
1.22N/A
0N/A
Mean annual return
-0.1N/A
0.06N/A
0N/A
R-squared
78.86N/A
65.49N/A
0N/A
Standard deviation
7.26N/A
9.34N/A
0N/A
Sharpe ratio
-0.53N/A
-0.13N/A
0N/A
Treynor ratio
-4.33N/A
-1.34N/A
0N/A