First Trust Risk Adjusted Performance

FTHY Stock  USD 14.92  0.08  0.54%   
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First Trust High has current Risk Adjusted Performance of 0.0673.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0673
ER[a] = Expected return on investing in First Trust
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

First Trust Risk Adjusted Performance Peers Comparison

First Risk Adjusted Performance Relative To Other Indicators

First Trust High is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  38.42  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for First Trust High is roughly  38.42 
Compare First Trust to Peers

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