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First Trust Lunt U.S. Factor Rotation ETF (FCTR)

Cboe US - Cboe US Real-time price. Currency in USD
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30.92-0.01 (-0.03%)
At close: 03:55PM EDT

Risk statistics

3 yearsFCTRCategory average
5 yearsFCTRCategory average
10 yearsFCTRCategory average
Alpha
-10.93-1.27
-5.16-1.02
0-1.16
BETA
1.060.96
1.070.98
00.99
Mean annual return
-0.10.65
0.821.07
00.97
R-squared
80.8293.97
79.3195.24
095.13
Standard deviation
20.8217.4
22.1518.57
015.48
Sharpe ratio
-0.210.27
0.340.58
00.66
Treynor ratio
-6.053.46
5.19.77
09.57