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First Trust Dorsey Wright People's Portfolio ETF (DWPP)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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26.74-0.04 (-0.15%)
At close: 04:00PM EDT

Risk statistics

3 yearsDWPPCategory average
5 yearsDWPPCategory average
10 yearsDWPPCategory average
Alpha
-12.76-1.27
-8.34-1.02
-6.12-1.16
BETA
0.830.96
0.880.98
0.860.99
Mean annual return
-0.230.65
0.171.07
0.440.97
R-squared
80.6193.97
83.795.24
80.3295.13
Standard deviation
19.2417.4
17.6418.57
14.0115.48
Sharpe ratio
0.940.27
1.040.58
2.420.66
Treynor ratio
-6.233.46
-0.879.77
4.269.57