New Zealand markets closed

Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO)

Cboe US - Cboe US Real-time price. Currency in USD
Add to watchlist
27.38-0.23 (-0.84%)
At close: 03:35PM EDT

Risk statistics

3 yearsROMOCategory average
5 yearsROMOCategory average
10 yearsROMOCategory average
Alpha
1.932.4
01.41
00.39
BETA
0.741.09
01.18
01.22
Mean annual return
0.430.48
00.77
00.64
R-squared
65.0290.96
092.41
091.76
Standard deviation
11.314.26
015.25
012.58
Sharpe ratio
0.20.2
00.47
00.5
Treynor ratio
2.31.64
05.29
04.65