First Trust Lunt US Factor Rotation ETF (FCTR)
31.24
+0.21
(+0.67%)
USD |
BATS |
Oct 04, 16:00
31.10
-0.14
(-0.44%)
After-Hours: 20:00
FCTR Alpha (10Y)
Alpha (10Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Alpha (10Y) Data
Date | Value |
---|
Alpha Definition
Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.
Alpha (10Y) Range, Past 5 Years
--
Minimum
--
Maximum
--
Average
--
Median