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FCF US Quality ETF (TTAC)

Cboe US - Cboe US Real-time price. Currency in USD
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60.02+0.41 (+0.70%)
At close: 03:54PM EDT

Risk statistics

3 yearsTTACCategory average
5 yearsTTACCategory average
10 yearsTTACCategory average
Alpha
-0.16-1.27
-0.79-1.02
0-1.16
BETA
0.920.96
0.970.98
00.99
Mean annual return
0.720.65
1.081.07
00.97
R-squared
96.6493.97
96.5795.24
095.13
Standard deviation
16.4817.4
18.218.57
015.48
Sharpe ratio
0.340.27
0.590.58
00.66
Treynor ratio
4.843.46
10.059.77
09.57