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Global X Adaptive U.S. Factor ETF (AUSF)

NYSEArca - Nasdaq Real-time price. Currency in USD
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39.63+0.04 (+0.10%)
At close: 03:49PM EDT

Risk statistics

3 yearsAUSFCategory average
5 yearsAUSFCategory average
10 yearsAUSFCategory average
Alpha
3.97-3.56
-0.08-4.29
0-4.57
BETA
0.750.93
0.941.07
01.06
Mean annual return
1.070.55
1.291.09
00.78
R-squared
73.6974.62
77.2277.71
078.4
Standard deviation
15.6619.1
19.4822.15
018.38
Sharpe ratio
0.620.18
0.680.49
00.43
Treynor ratio
12.011.78
12.928.32
06.01