DVOL
First Trust DorseyWright Mom&Low Vol ETF
$29.21
0.11 (0.38%)
Currency in USD / Last Updated: 4/19/2024
| Category | Large Cap |
|---|---|
| Market Cap | 46.736M |
| 52 Week High | 30.56 |
| 52 Week Low | 24.322 |
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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 | 30.56 |
|---|---|
| 52 Week Low | 24.32 |
| Market Cap | 46.74M |
| Shares Outstanding | 1.60M |
| Income Dividend Yield | 1.04% |
| Long Term Dividend Yield | 0.00% |
| Short Term Dividend Yield | 0.00% |
| 52 Week Yield (All) | 1.04% |
Returns Annualized
| One Day | 159.01% |
|---|---|
| Five Days | -31.51% |
| One Months | -28.79% |
| Three Months | 22.93% |
| Six Months | 39.37% |
| Nine Months | 15.72% |
| One Year | 13.88% |
| Three Years | 4.86% |
| Five Years | 8.76% |
| Ten Years | -999 |
| YTD | 25.42% |
| Since Inception | 8.21% |
Returns Total
| One Day | 0.38% |
|---|---|
| Five Days | -0.75% |
| One Month | -2.92% |
| Three Months | 5.29% |
| Six Months | 17.88% |
| Nine Months | 11.62% |
| One Year | 13.87% |
| Three Years | 15.27% |
| Five Years | 52.08% |
| Ten Years | -999 |
| YTD | 7.06% |
| Since Inception | 55.45% |
Yearly Returns
| 2024 | 7.06% |
|---|---|
| 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 | -3.41% |
|---|---|
| Beta | 0.74 |
| Correlation | 90.91% |
| Downside Deviation | 2.32% |
| Coefficient of determination | 82.64% |
| Standard Deviation | 2.78% |
| Sharpe Ratio | -0.79 |
| Sortino | -3.27 |
| Treynor | 11.48 |
| Ulcer Index | 2.76 |
| Ulcer Performance Index | -2.75 |