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First Trust S&P International Dividend Aristocrats ETF (FID)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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15.84+0.29 (+1.86%)
At close: 04:00PM EDT

Risk statistics

3 yearsFIDCategory average
5 yearsFIDCategory average
10 yearsFIDCategory average
Alpha
-1.263.02
-2.440.65
-2.06-0.46
BETA
0.840.97
0.981.03
0.921.02
Mean annual return
0.160.52
0.40.68
0.240.41
R-squared
88.7288.24
87.5889.57
85.7189.1
Standard deviation
14.6316.88
18.2919.19
14.8616.16
Sharpe ratio
-0.070.2
0.140.31
0.10.21
Treynor ratio
-2.472.22
0.974.24
0.372.15