BVAL - Brand Value ETF

NYSEArca - Nasdaq Real-time price. Currency in USD

Risk statistics

3 yearsBVALCategory average
5 yearsBVALCategory average
10 yearsBVALCategory average
Alpha
-8.160.43
00.71
0-0.34
BETA
1.030.91
00.9
00.97
Mean annual return
0.310.88
01.25
00.64
R-squared
90.4886.29
084.94
088.42
Standard deviation
18.3410.58
010.81
015.87
Sharpe ratio
0.111
01.38
00.43
Treynor ratio
0.3911.86
017.48
05.97