DVOL
First Trust DorseyWright Mom&Low Vol ETF
$30.35
-0.05 (-0.16%)
Currency in USD / Last Updated: 7/9/2024
| Category | Large Cap |
|---|---|
| Market Cap | 47.043M |
| 52 Week High | 30.786 |
| 52 Week Low | 24.287 |
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Expense Details
| Deferred | 0 |
|---|---|
| 12b-1 | 0 |
| Front Load | 0 |
| Initial Purchase Amount | 0 |
| Redeption Fee | 0 |
| Prospectus | 0.006 |
Overview
| 52 Week High | 30.79 |
|---|---|
| 52 Week Low | 24.29 |
| Market Cap | 47.04M |
| Shares Outstanding | 1.55M |
| Income Dividend Yield | 0.84% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 0.84% |
Returns Annualized
| One Day | -33.98% |
|---|---|
| Five Days | 44.34% |
| One Months | 6.58% |
| Three Months | 5.02% |
| Six Months | 26.44% |
| Nine Months | 30.31% |
| One Year | 17.68% |
| Three Years | 4.31% |
| Five Years | 7.85% |
| Ten Years | -999 |
| YTD | 23.30% |
| Since Inception | 8.64% |
Returns Total
| One Day | -0.16% |
|---|---|
| Five Days | 0.73% |
| One Month | 0.51% |
| Three Months | 1.21% |
| Six Months | 12.22% |
| Nine Months | 21.68% |
| One Year | 17.66% |
| Three Years | 13.44% |
| Five Years | 45.75% |
| Ten Years | -999 |
| YTD | 11.40% |
| Since Inception | 61.75% |
Yearly Returns
| 2024 | 11.40% |
|---|---|
| 2023 | 5.40% |
| 2022 | -16.12% |
| 2021 | 30.08% |
| 2020 | 11.12% |
| 2019 | 26.09% |
| 2018 | -9.89% |
| 2017 | 0.00% |
| 2016 | 0.00% |
| 2015 | 0.00% |
Risk against SP-DA
| Alpha | -4.66% |
|---|---|
| Beta | 0.73 |
| Correlation | 86.07% |
| Downside Deviation | 2.24% |
| Coefficient of determination | 74.07% |
| Standard Deviation | 2.72% |
| Sharpe Ratio | -1.17 |
| Sortino | -4.92 |
| Treynor | 16.93 |
| Ulcer Index | 2.75 |
| Ulcer Performance Index | -4.01 |