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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

Risk statistics

3 yearsFCALCategory average
5 yearsFCALCategory average
10 yearsFCALCategory average
Alpha
-0.30.12
0.24-0.14
0-0.16
BETA
0.91.16
1.021.19
01.18
Mean annual return
-0.01-0.05
0.170.13
00.24
R-squared
97.1597.36
90.6996.61
096.1
Standard deviation
6.88.74
6.897.8
06.05
Sharpe ratio
-0.46-0.41
-0.02-0.07
00.22
Treynor ratio
-3.7-3.35
-0.36-0.74
01.01