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ALL ORDS
8,022.70
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(+0.36%)
ASX 200
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(+0.35%)
AUD/USD
0.6604
-0.0017
(-0.26%)
OIL
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GOLD
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Bitcoin AUD
91,918.55
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(-3.29%)
First Trust Global Tactical Commodity Strategy Fund (FTGC)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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24.05
-0.01
(-0.04%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FTGC
Category average
5 years
FTGC
Category average
10 years
FTGC
Category average
Alpha
2.79
2.03
3.04
1.16
-0.15
1.28
BETA
0.84
0.94
0.91
1
0.87
1.04
Mean annual return
0.84
0.82
0.88
0.77
-0.04
0.06
R-squared
90.13
87.3
92.38
86.55
89.46
87.9
Standard deviation
13.36
15.18
15.04
17.07
13.04
15.86
Sharpe ratio
0.52
0.44
0.55
0.42
-0.15
-0.05
Treynor ratio
7.73
6.44
8.43
6.04
-3.21
-1.99
Data disclaimer
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