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First Trust California Municipal High Income ETF (FCAL)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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49.49-0.03 (-0.06%)
At close: 04:00PM EDT

Risk statistics

3 yearsFCALCategory average
5 yearsFCALCategory average
10 yearsFCALCategory average
Alpha
-0.380.15
0.27-0.1
0-0.12
BETA
0.91.16
1.021.18
01.18
Mean annual return
-0.07-0.11
0.140.1
00.21
R-squared
97.2197.34
90.7496.61
096.1
Standard deviation
6.798.74
6.917.82
06.06
Sharpe ratio
-0.58-0.52
-0.07-0.12
00.17
Treynor ratio
-4.64-4.17
-0.7-1.08
00.74