First Trust Global Tactical Commodity Strategy Fd (FTGC)

23.23 -0.29 (-1.23%) USD  |  NASDAQ  |  Dec 31, 16:00
23.22 -0.01 (-0.04%) After-Hours: 20:00
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FTGC Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

View Monthly Value at Risk (VaR) 5% (Since Inception) for FTGC.
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Sep '18
Jan '19
May '19
 
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Historical Data

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Value At Risk (VaR) Definition

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The VaR calculates the potential loss of an investment with a given time frame and confidence level.

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Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years
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Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks

View Monthly Value at Risk (VaR) 5% (Since Inception) Benchmarks
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Invesco DB Commodity Index Tracking Fund Upgrade
iShares S&P GSCI Commodity-Indexed Trust Upgrade
abrdn Bloomberg All Commodity Strat K-1 Free ETF Upgrade
Harbor Commodity All-Weather Strategy ETF Upgrade
Invesco Optimum Yld Dvsfd Cmd Str No K-1 ETF Upgrade

Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sharpe Ratio (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade