First Trust Market Risk Adjusted Performance

FDN Etf  MXN 5,057  133.00  2.70%   
First Trust market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for First Trust Exchange Traded 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 Exchange Traded has current Market Risk Adjusted Performance of 1.15.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
1.15
ER[a] = Expected return on investing in First Trust
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

First Trust Market Risk Adjusted Performance Peers Comparison

First Market Risk Adjusted Performance Relative To Other Indicators

First Trust Exchange Traded is rated # 3 ETF in market risk adjusted performance as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  13.65  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for First Trust Exchange Traded is roughly  13.65 
Compare First Trust to Peers

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