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
-16.1-16.86
-38.64-14.03
-22.46-1.08
Beta
1.471.43
1.81.34
1.511.2
Mean Annual Return
-0.08-0.96
-2.24-0.23
-0.340.42
R-squared
31.1739.8
30.7144.54
41.8357.66
Standard Deviation
26.4625.84
36.0523.59
32.4927.21
Sharpe Ratio
-0.09-0.39
-0.77-0.09
-0.140.16
Treynor Ratio
-3.8-8.63
-16.43-3.67
-6.30.59