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First Trust Global Tact Cmdty Strat ETF (FTGC)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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23.92-0.08 (-0.33%)
At close: 04:00PM EDT

Risk statistics

3 yearsFTGCCategory average
5 yearsFTGCCategory average
10 yearsFTGCCategory average
Alpha
2.792.03
3.041.16
-0.151.28
BETA
0.840.94
0.911
0.871.04
Mean annual return
0.840.82
0.880.77
-0.040.06
R-squared
90.1387.3
92.3886.55
89.4687.9
Standard deviation
13.3615.18
15.0417.07
13.0415.86
Sharpe ratio
0.520.44
0.550.42
-0.15-0.05
Treynor ratio
7.736.44
8.436.04
-3.21-1.99