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First Trust Enhanced Short Maturity ETF (FTSM)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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59.57+0.02 (+0.03%)
At close: 04:00PM EDT
59.57 0.00 (0.00%)
After hours: 04:20PM EDT

Risk statistics

3 yearsFTSMCategory average
5 yearsFTSMCategory average
10 yearsFTSMCategory average
Alpha
-0.32-0.15
0.020.18
00.17
BETA
0.040.08
0.060.1
00.09
Mean annual return
0.20.2
0.170.18
00.14
R-squared
63.538.96
12.5619.75
020.35
Standard deviation
0.81.28
1.181.75
01.31
Sharpe ratio
-1.47-0.94
-0.08-0.19
00.02
Treynor ratio
-13.57-5.11
-1.441
04.88