FCG - First Trust Natural Gas ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsFCGCategory Average
5 YearsFCGCategory Average
10 YearsFCGCategory Average
Alpha
-18.32-16.86
-36.71-14.03
-21.4-1.08
Beta
1.631.43
1.641.34
1.391.2
Mean Annual Return
-0.64-0.96
-2.44-0.23
-0.620.42
R-squared
31.7839.8
25.9844.54
39.6657.66
Standard Deviation
30.9125.84
35.1623.59
32.3927.21
Sharpe Ratio
-0.28-0.39
-0.85-0.09
-0.240.16
Treynor Ratio
-7.79-8.63
-18.88-3.67
-8.960.59