First Trust Risk Adjusted Performance

FVD Etf

25.69 0.06 0.23%

First Trust risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for First Trust Value or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools

First Trust Value has current Risk Adjusted Performance of 0.138.

RAP

(ER[a] - RFR) * STD[b])/STD[b]

RFR

0.138

ER[a]	=	Expected return on investing in First Trust
RFR	=	Risk Free Rate of return. Typically T-Bill Rate
STD[b]	=	Standard Deviation of selected market or benchmark.

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First Trust Risk Adjusted Performance Peers Comparison

First Risk Adjusted Performance Relative To Other Indicators

First Trust Value is rated below average in risk adjusted performance as compared to similar ETFs. It is rated # 5 ETF in maximum drawdown as compared to similar ETFs reporting about 32.07 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for First Trust Value is roughly 32.07

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First Trust Technical Signals

All First Trust Technical Indicators

	Cycle Indicators
	Math Operators
	Math Transform
	Momentum Indicators
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	Price Transform
	Statistic Functions
	Volatility Indicators
	Volume Indicators

	Risk Adjusted Performance	0.138
	Market Risk Adjusted Performance	0.1939
	Mean Deviation	0.4999
	Semi Deviation	0.0753
	Downside Deviation	0.4212
	Coefficient Of Variation	526.59
	Standard Deviation	0.7301
	Variance	0.533
	Information Ratio	0.0368
	Jensen Alpha	0.0574
	Total Risk Alpha	0.0263
	Sortino Ratio	0.0638
	Treynor Ratio	0.1839
	Maximum Drawdown	4.43
	Value At Risk	(0.69)
	Potential Upside	1.46
	Downside Variance	0.1775
	Semi Variance	0.0057
	Expected Short fall	(0.68)
	Skewness	2.2
	Kurtosis	8.29

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