FCG - First Trust Natural Gas ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsFCGCategory Average
5 YearsFCGCategory Average
10 YearsFCGCategory Average
Alpha
-20.96-16.86
-34.29-14.03
-21-1.08
Beta
1.681.43
1.611.34
1.361.2
Mean Annual Return
-0.69-0.96
-2.02-0.23
-0.580.42
R-squared
27.0439.8
23.4744.54
38.2957.66
Standard Deviation
31.6525.84
34.3723.59
32.1627.21
Sharpe Ratio
-0.29-0.39
-0.72-0.09
-0.230.16
Treynor Ratio
-7.98-8.63
-16.8-3.67
-8.810.59