First Trust Rba Etf Performance
| DGLO Etf | 22.10 0.21 0.96% |
The etf shows a Beta (market volatility) of 0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, First Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Trust is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in First Trust RBA are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of very weak essential indicators, First Trust may actually be approaching a critical reversion point that can send shares even higher in February 2026. ...more
First Trust Relative Risk vs. Return Landscape
If you would invest 2,033 in First Trust RBA on October 18, 2025 and sell it today you would earn a total of 177.00 from holding First Trust RBA or generate 8.71% return on investment over 90 days. First Trust RBA is currently generating 0.1412% in daily expected returns and assumes 0.9305% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than First, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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First Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Trust's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as First Trust RBA, and traders can use it to determine the average amount a First Trust's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1517
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Based on monthly moving average First Trust is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of First Trust by adding it to a well-diversified portfolio.
About First Trust Performance
By examining First Trust's fundamental ratios, stakeholders can obtain critical insights into First Trust's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that First Trust is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.