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Straits Times Index
3,347.40
+10.81
(+0.32%)
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First Trust S&P REIT Index Fund (FRI)
NYSEArca - Nasdaq Real-time price. Currency in USD
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25.24
+0.47
(+1.91%)
At close: 03:59PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FRI
Category average
5 years
FRI
Category average
10 years
FRI
Category average
Alpha
-5.14
-6.78
-6.5
-6.54
-1.94
-2
BETA
1.14
1.13
1.02
1.02
0.9
0.91
Mean annual return
0.06
-0.08
0.36
0.36
0.53
0.53
R-squared
79.82
77.56
75.01
71.83
54.86
56.02
Standard deviation
21.04
21.24
21.01
21.4
18.04
17.99
Sharpe ratio
-0.11
-0.19
0.1
0.1
0.27
0.27
Treynor ratio
-3.96
-5.4
-0.09
-0.16
3.62
3.74
Data disclaimer
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