FTXL: First Trust Nasdaq Semiconductor ETF
Performance
FTXL +81.71%
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Current Drawdown
-25.89%
Rolling Volatility
+2.17%
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Metrics
Risk Indicators
Alpha42.78%
Beta2.66x
Sharpe1.41
Sortino2.05
Omega1.26
Calmar2.50
Martin5.50
Comparisons