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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
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FTSM
Category average
5 years
FTSM
Category average
10 years
FTSM
Category average
Alpha
-0.32
-0.15
0.02
0.18
0
0.17
BETA
0.04
0.08
0.06
0.1
0
0.09
Mean annual return
0.2
0.2
0.17
0.18
0
0.14
R-squared
63.5
38.96
12.56
19.75
0
20.35
Standard deviation
0.8
1.28
1.18
1.75
0
1.31
Sharpe ratio
-1.47
-0.94
-0.08
-0.19
0
0.02
Treynor ratio
-13.57
-5.11
-1.44
1
0
4.88
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