First Trust Exchange Etf Performance
| GDEC Etf | 37.46 -0.16 -0.43% |
The etf shows a Beta (market volatility) of 0.39, which alludes to possible diversification benefits within a given portfolio. Returns on First Trust tend to trail the broader market in strong rallies but hold up better when sentiment turns negative.
Risk-Adjusted Performance
Weak
Weak | Strong |
First Trust Exchange has delivered negative risk-adjusted returns across the last 90 days, suggesting that volatility was not compensated by return. Used correctly, this score helps investors distinguish between raw price movement and actual return efficiency. In spite of rather sound technical and fundamental indicators, First Trust is not utilizing all of its potential. The current price tumult may contribute to shorter-term losses for shareholders. Learn More
Relative Risk vs. Return Landscape
If you had invested $ 3,771 in First Trust Exchange on December 18, 2025 and sold it today you would have lost $ 9.00 from holding First Trust Exchange or given up 0.24% of portfolio value over 90 days. First Trust Exchange does not currently generate positive expected returns and carries 0.3943% risk (volatility on return distribution) over a 90-day horizon. In different words, 3% of etfs are less volatile than First, and 99% of all traded equity instruments are projected to make higher returns than the ETF over the 90 days investment horizon. Expected Return |
| Risk |
Target Price Odds to finish over Current Price
Investors have long observed that First Etf price tends to fluctuate around a central value over time. This mean reversion pattern is a cornerstone of many forecasting models. However, periods of persistent mispricing in some ETFs suggest that additional risk factors may account for the delayed correction.
| Current Price | Horizon | Target Price | Odds moving above the current price in 90 days |
| 37.46 | 90 days | 37.46 | about 98.0 |
A normal distribution analysis suggests that the odds of First Trust moving above the current price in 90 days from now are about 98.0 (The distribution above shows where First Etf price is most likely to fall within the next 90 days based on historical volatility).
First Trust Price Density |
| Price |
Predictive Modules for First Trust
Forecasting First Trust Exchange involves applying various models to estimate future price behavior. While no method can consistently predict the ETF market with certainty, the discipline of building and testing forecasts sharpens investment thinking. Combining several approaches and cross-checking results offers a more balanced view of potential outcomes.Mean reversion in First Trust's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
Primary Risk Indicators
The etf market has gone through extended periods of turbulence over the past two decades. First Trust has not been immune to these swings. Sudden corrections and sharp rallies have tested many portfolios. Investors can protect against downside risk in First Trust Exchange by monitoring First Trust's fundamental risk indicators and maintaining appropriate hedges.α | Alpha over Dow Jones | 0.01 | |
β | Beta against Dow Jones | 0.39 | |
σ | Overall volatility | 0.21 | |
Ir | Information ratio | 0.09 |
Investor Alerts and Insights
Setting up alerts on First Trust ensures that material changes in technical or fundamental conditions are not missed. These notifications for First Trust Exchange help investors make timely decisions in response to significant ETF events.| First Trust Exchange generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: and the Role of Price-Sensitive Allocations - Stock Traders Daily |
Performance Metrics & Calculation Methodology
First Trust performance is typically evaluated relative to its benchmark and tracking difference over time. Drawdown profile frames downside sensitivity and recovery characteristics.
This section for First Trust Exchange is built from fund disclosures and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules. Return and risk statistics are calculated from historical price series.