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First Trust Natural Gas ETF (FCG)

NYSEArca - NYSEArca Delayed price. Currency in USD
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27.16-0.43 (-1.56%)
At close: 04:00PM EDT

Risk statistics

3 yearsFCGCategory average
5 yearsFCGCategory average
10 yearsFCGCategory average
Alpha
28.5318.4
9.782.06
-16.26-8.76
BETA
0.760.87
1.931.55
1.91.54
Mean annual return
2.791.97
2.361.44
-0.050.36
R-squared
12.9422.76
34.2543.49
32.6541.83
Standard deviation
34.631.27
58.6442.15
49.0435.49
Sharpe ratio
0.870.68
0.440.37
-0.040.1
Treynor ratio
37.3725.09
5.954.46
-6.68-1.88