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First Trust Global Tactical Commodity Strategy Fund (FTGC)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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17.47+0.10 (+0.58%)
At close: 4:00PM EDT

Risk Statistics

3 YearsFTGCCategory Average
5 YearsFTGCCategory Average
10 YearsFTGCCategory Average
Alpha
-4.31-2.82
-4.06-2.23
0-4.82
Beta
0.660.89
0.60.94
01.06
Mean Annual Return
-0.5-1.34
-0.67-0.83
0-0.46
R-squared
89.8788.8
86.7888.67
090.97
Standard Deviation
12.3716.25
11.0416.12
021.98
Sharpe Ratio
-0.62-0.98
-0.84-0.62
0-0.28
Treynor Ratio
-12.65-18.01
-15.69-11.47
0-7.93