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First Trust California Muni Hi Inc ETF (FCAL)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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49.32+0.13 (+0.26%)
At close: 04:00PM EDT

Risk statistics

3 yearsFCALCategory average
5 yearsFCALCategory average
10 yearsFCALCategory average
Alpha
-0.380.12
0.27-0.14
0-0.16
BETA
0.91.16
1.021.19
01.18
Mean annual return
-0.07-0.05
0.140.13
00.24
R-squared
97.2197.36
90.7496.61
096.1
Standard deviation
6.798.74
6.917.8
06.05
Sharpe ratio
-0.58-0.41
-0.07-0.07
00.22
Treynor ratio
-4.64-3.35
-0.7-0.74
01.01