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WisdomTree Japan Multifactor Fund (JNMF)

Cboe US - Cboe US Real-time price. Currency in USD
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24.54+0.31 (+1.27%)
At close: 02:56PM EDT

Risk statistics

3 yearsJNMFCategory average
5 yearsJNMFCategory average
10 yearsJNMFCategory average
Alpha
-0.333.28
02.7
04.22
BETA
0.690.74
00.71
00.73
Mean annual return
0.070.44
00.66
00.69
R-squared
58.4565.19
062.53
057.22
Standard deviation
14.1414.97
015.85
014.53
Sharpe ratio
-0.060.22
00.37
00.46
Treynor ratio
-2.656.38
07.88
08.61