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First Trust Long Duration Opportunities ETF (LGOV)

21.26 +0.17 (+0.81%)
At close: July 5 at 4:00 PM EDT

ETF Summary

Under normal market conditions, the fund will invest at least 80% of its net assets (including investment borrowings) in a portfolio of investment-grade debt securities issued or guaranteed by the U.S. government, its agencies or government-sponsored entities, including publicly-issued U.S. Treasury securities and mortgage-related securities. It may also invest in exchange-traded funds ("ETFs") that principally invest in such securities.

Risk Overview

Performance & Risk

YTD Return -2.00%
5y Average Return -1.64%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.43
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
LGOVCategory AverageLGOVCategory AverageLGOVCategory Average
Alpha -0.58 -0.59 -0.29 -0.49 0 0
BETA 1.43 2.11 1.48 2.2 0 2.44
Mean Annual Return -0.5 -0.85 -0.12 -0.28 0 0.1
R-squared 92.21 89.59 87.79 80.02 0 78.79
Standard Deviation 10.95 16.42 9.78 15.32 0 13.41
Sharpe Ratio -0.86 -0.84 -0.38 -0.37 0 -0.04
Treynor Ratio -6.89 -6.82 -2.85 -3.07 0 -0.57

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