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First Trust California Municipal High Income ETF (FCAL)
NasdaqGM - NasdaqGM Real-time price. Currency in USD
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49.19
+0.09
(+0.18%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FCAL
Category average
5 years
FCAL
Category average
10 years
FCAL
Category average
Alpha
-0.3
0.12
0.24
-0.14
0
-0.16
BETA
0.9
1.16
1.02
1.19
0
1.18
Mean annual return
-0.01
-0.05
0.17
0.13
0
0.24
R-squared
97.15
97.36
90.69
96.61
0
96.1
Standard deviation
6.8
8.74
6.89
7.8
0
6.05
Sharpe ratio
-0.46
-0.41
-0.02
-0.07
0
0.22
Treynor ratio
-3.7
-3.35
-0.36
-0.74
0
1.01
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