Toronto - Delayed Quote
CAD
FT AlphaDEX U.S. Industrials Sector Index ETF (FHG.TO)
63.11
-0.57
(-0.90%)
At close: October 30 at 3:19:55 PM EDT
ETF Summary
ETF Summary Information Not Available
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 10.36% |
| 5y Average Return | 10.55% |
|---|---|
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 1.34 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| |
FHG.TO | Category Average | FHG.TO | Category Average | FHG.TO | Category Average |
|
Alpha
|
-13.03 | -- | -4.9 | -- | -3.86 | -- |
|
BETA
|
1.34 | -- | 1.22 | -- | 1.34 | -- |
|
Mean Annual Return
|
1.27 | -- | 0.95 | -- | 1.11 | -- |
|
R-squared
|
56.9 | -- | 63.8 | -- | 70.86 | -- |
|
Standard Deviation
|
17.92 | -- | 17.99 | -- | 18.27 | -- |
|
Sharpe Ratio
|
0.66 | -- | 0.46 | -- | 0.62 | -- |
|
Treynor Ratio
|
8.28 | -- | 5.86 | -- | 7.67 | -- |
