New Zealand markets closed

Alpha Architect International Quantitative Value ETF (IVAL)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
Add to watchlist
26.13+0.34 (+1.32%)
At close: 04:00PM EDT

Risk statistics

3 yearsIVALCategory average
5 yearsIVALCategory average
10 yearsIVALCategory average
Alpha
2.113.26
-2.550.76
0-0.47
BETA
1.060.97
1.091.03
01.02
Mean annual return
0.310.41
0.360.61
00.38
R-squared
83.1288.32
83.5489.6
089.13
Standard deviation
19.1116.89
20.9419.22
016.17
Sharpe ratio
0.030.12
0.10.27
00.19
Treynor ratio
-1.170.66
-0.123.38
01.77