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EquityCompass Risk Manager ETF (ERM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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23.09-0.04 (-0.17%)
At close: 12:48PM EDT

Risk statistics

3 yearsERMCategory average
5 yearsERMCategory average
10 yearsERMCategory average
Alpha
-0.2-2.03
-7.44-2.9
0-2.89
BETA
0.760.83
0.820.94
00.95
Mean annual return
0.980.62
0.321.05
00.8
R-squared
77.2278.83
78.5582.68
084.14
Standard deviation
15.5816.66
17.4118.84
015.78
Sharpe ratio
0.650.25
0.130.55
00.52
Treynor ratio
12.633.59
0.869.73
07.63