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SPDR MSCI USA StrategicFactors ETF (QUS)

NYSEArca - Nasdaq Real-time price. Currency in USD
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148.38+0.10 (+0.07%)
As of 12:06PM EDT. Market open.

Risk statistics

3 yearsQUSCategory average
5 yearsQUSCategory average
10 yearsQUSCategory average
Alpha
-0.39-1.6
-0.67-1.26
0-1.3
BETA
0.890.95
0.910.98
00.99
Mean annual return
0.830.76
1.151.18
00.99
R-squared
97.793.87
97.7394.9
095.04
Standard deviation
16.1317.56
16.6318.14
015.52
Sharpe ratio
0.410.33
0.690.65
00.67
Treynor ratio
6.234.69
11.9611.2
09.76