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Fidelity International Multifactor ETF (FDEV)

Cboe US - Cboe US Real-time price. Currency in USD
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27.69+0.01 (+0.02%)
At close: 03:59PM EDT

Risk statistics

3 yearsFDEVCategory average
5 yearsFDEVCategory average
10 yearsFDEVCategory average
Alpha
0.180.82
-0.680.46
00.35
BETA
0.871.01
0.811
00.98
Mean annual return
0.170.21
0.410.58
00.44
R-squared
89.9192.68
89.2393.39
092.45
Standard deviation
15.0517.15
15.0518.19
015.36
Sharpe ratio
-0.07-0.03
0.180.26
00.25
Treynor ratio
-2.54-1.92
2.083.24
02.76