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Property
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AltShares Merger Arbitrage ETF (ARB)
NYSEArca - NYSEArca Delayed price. Currency in USD
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26.89
+0.02
(+0.09%)
At close: 04:00PM EDT
26.89
0.00
(0.00%)
After hours:
04:04PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
ARB
Category average
5 years
ARB
Category average
10 years
ARB
Category average
Alpha
-0.36
-3.09
0
-0.59
0
-0.35
BETA
0.05
0.15
0
0.26
0
0.26
Mean annual return
0.24
0.03
0
0.31
0
0.26
R-squared
5.72
24.45
0
39.29
0
36.28
Standard deviation
3.65
4.98
0
6.94
0
6.32
Sharpe ratio
-0.06
-0.53
0
0.23
0
0.24
Treynor ratio
-5.58
-36.22
0
6.61
0
5.46
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