FCAL - First Trust California Municipal High Income ETF

NasdaqGM - NasdaqGM Real-time price. Currency in USD

Risk statistics

3 yearsFCALCategory average
5 yearsFCALCategory average
10 yearsFCALCategory average
Alpha
1.141.75
0.10.58
0N/A
BETA
0.991.1
1.11.16
0N/A
Mean annual return
0.170.64
0.20.48
0N/A
R-squared
96.2581.59
90.8791.21
0N/A
Standard deviation
6.462.79
6.413.96
0N/A
Sharpe ratio
0.122.71
0.131.42
0N/A
Treynor ratio
0.567.13
0.554.91
0N/A