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SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM)

NYSEArca - NYSEArca Delayed price. Currency in USD
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58.32-0.15 (-0.26%)
At close: 03:56PM EDT

Risk statistics

3 yearsQEMMCategory average
5 yearsQEMMCategory average
10 yearsQEMMCategory average
Alpha
-3.56-5.04
-1.94-1.81
0-0.92
BETA
0.80.95
0.840.99
01
Mean annual return
-0.14-0.28
0.440.52
00.35
R-squared
85.3877.15
86.578.97
076.7
Standard deviation
14.1417.74
15.7919.45
017.17
Sharpe ratio
-0.35-0.36
0.190.21
00.15
Treynor ratio
-7.35-8.24
2.172.24
01.15