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SPDR S&P 1500 Momentum Tilt ETF (MMTM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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242.81+1.94 (+0.80%)
As of 03:07PM EDT. Market open.

Risk statistics

3 yearsMMTMCategory average
5 yearsMMTMCategory average
10 yearsMMTMCategory average
Alpha
1.16-3.46
0.23-0.82
0.35-0.03
BETA
0.981.12
0.971.07
0.971.06
Mean annual return
0.980.68
1.351.38
1.11.15
R-squared
96.0887.45
96.3987.34
96.2887.32
Standard deviation
17.921.53
17.9920.97
15.1817.47
Sharpe ratio
0.480.25
0.780.69
0.770.71
Treynor ratio
7.542.74
13.7812.37
11.4910.84