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
-38.73-16.86
-36.41-14.03
-26.45-1.08
Beta
1.611.43
1.761.34
1.441.2
Mean Annual Return
-1.65-0.96
-1.82-0.23
-1.110.42
R-squared
41.4639.8
32.9244.54
35.8857.66
Standard Deviation
28.5225.84
36.0723.59
31.7427.21
Sharpe Ratio
-0.75-0.39
-0.64-0.09
-0.440.16
Treynor Ratio
-14.32-8.63
-14.84-3.67
-12.180.59