AlphaMark Actively Managed Small Cap ETF (SMCP)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
Add to watchlist
At close: 04:00PM EDT
Risk statistics
3 yearsSMCPCategory average
5 yearsSMCPCategory average
10 yearsSMCPCategory average
Alpha
-7.8-7.09
-7.44-5.87
0-5.28
BETA
11
1.031.12
01.12
Mean annual return
0.130.19
0.590.81
00.75
R-squared
77.9874.82
78.9477.85
074.56
Standard deviation
20.120.44
21.4523.47
019.83
Sharpe ratio
-0.08-0.04
0.230.32
00.38
Treynor ratio
-3.53-2.88
2.584.44
05.14
© 2024 Yahoo. All rights reserved.