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Arrow DWA Tactical: International ETF (DWCR)

Cboe US - Cboe US Delayed price. Currency in USD
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30.79+0.44 (+1.45%)
At close: 12:59PM EDT

Risk statistics

3 yearsDWCRCategory average
5 yearsDWCRCategory average
10 yearsDWCRCategory average
Alpha
-1.610.92
-0.480.49
00.43
BETA
0.981.01
1.041
00.99
Mean annual return
0.010.22
0.550.62
00.44
R-squared
81.292.26
86.7592.81
092.3
Standard deviation
17.7917.26
19.317.96
015.42
Sharpe ratio
-0.18-0.04
0.220.28
00.24
Treynor ratio
-4.9-2.06
2.413.66
02.65