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First Trust Horizon Managed Volatility Developed International ETF (HDMV)

NYSEArca - Nasdaq Real-time price. Currency in USD
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28.76-0.20 (-0.70%)
At close: 03:05PM EDT

Risk statistics

3 yearsHDMVCategory average
5 yearsHDMVCategory average
10 yearsHDMVCategory average
Alpha
-1.153.57
-4.941.17
0-0.23
BETA
0.730.97
0.771.03
01.02
Mean annual return
0.070.43
0.150.79
00.41
R-squared
86.5388.17
86.8189.38
089.14
Standard deviation
12.8816.93
14.4419.05
016.21
Sharpe ratio
-0.180.12
-0.030.38
00.21
Treynor ratio
-4.380.73
-1.925.53
02.06