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
-30.58-16.86
-43.77-14.03
-24.45-1.08
Beta
1.481.43
1.711.34
1.441.2
Mean Annual Return
-1.34-0.96
-2.71-0.23
-0.890.42
R-squared
39.1639.8
31.4844.54
37.0257.66
Standard Deviation
26.325.84
35.9223.59
31.2427.21
Sharpe Ratio
-0.67-0.39
-0.93-0.09
-0.360.16
Treynor Ratio
-13.12-8.63
-19.71-3.67
-10.550.59