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NYSEArca - Delayed Quote USD

First Trust Dow Jones Select MicroCap Index Fund (FDM)

62.41
+0.22
+(0.36%)
At close: 3:29:49 PM EDT
61.18
-1.23
(-1.96%)
After hours: 4:25:36 PM EDT

ETF Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the securities that comprise the index. The index is designed to measure the performance of micro-cap stocks issued by U.S. companies that are comparatively liquid and have strong fundamentals relative to the micro-cap segment as a whole.

Risk Overview

Performance & Risk

YTD Return -8.37%
5y Average Return 16.66%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.04
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FDMCategory AverageFDMCategory AverageFDMCategory Average
Alpha -5.13 -6.94 -4.86 -4.34 -3.28 -5.62
BETA 1.04 1.07 1.13 1.13 1.08 1.13
Mean Annual Return 0.71 0.58 1.19 1.24 0.93 0.77
R-squared 57.31 64.87 60.83 66.04 57.64 66.65
Standard Deviation 23.16 22.42 25.62 24.68 21.74 21.1
Sharpe Ratio 0.18 0.12 0.45 0.49 0.42 0.35
Treynor Ratio 1.56 0.27 7.76 8.7 6.6 4.77

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