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First Trust Active Factor Small Cap ETF (AFSM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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28.01-0.26 (-0.92%)
At close: 01:23PM EDT

Risk statistics

3 yearsAFSMCategory average
5 yearsAFSMCategory average
10 yearsAFSMCategory average
Alpha
-6.19-8.2
0-6.73
0-5.86
BETA
1.031
01.11
01.12
Mean annual return
0.430.24
00.88
00.74
R-squared
75.1673.96
076.19
074.16
Standard deviation
21.2620.61
023.06
019.84
Sharpe ratio
0.09-0.02
00.36
00.36
Treynor ratio
-0.34-2.58
05.24
04.89