NasdaqGM - Delayed Quote USD

First Trust Dorsey Wright DALI 1 ETF (DALI)

25.76 +0.11 (+0.42%)
At close: October 18 at 4:00 PM EDT

ETF Summary

Under normal conditions, the fund will invest at least 90% of its net assets (including investment borrowings) in the securities that comprise the index. The index has been designed based upon the principle that the asset class exhibiting the highest levels of "relative strength," based on current prices, will be the asset class with the best performance over the near term.

Risk Overview

Performance & Risk

YTD Return 19.62%
5y Average Return 6.55%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.75
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DALICategory AverageDALICategory AverageDALICategory Average
Alpha -1.29 -0.36 -0.24 0.16 0 -0.89
BETA 0.75 0.8 0.98 0.87 0 0.88
Mean Annual Return 0.24 0.32 0.6 0.59 0 0.44
R-squared 36.8 67.63 52.46 69.88 0 69.57
Standard Deviation 15.41 12.59 16.57 13.01 0 10.53
Sharpe Ratio -0.06 -0.03 0.29 0.34 0 0.34
Treynor Ratio -2.8 -2 3.64 4.18 0 3.46

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