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VictoryShares US 500 Enh Vol Wtd ETF (CFO)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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64.38
+0.06
(+0.09%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
CFO
Category average
5 years
CFO
Category average
10 years
CFO
Category average
Alpha
-7.6
-1.27
-2.03
-1.02
0
-1.16
BETA
0.63
0.96
0.66
0.98
0
0.99
Mean annual return
-0.05
0.65
0.67
1.07
0
0.97
R-squared
74.86
93.97
74.89
95.24
0
95.13
Standard deviation
12.76
17.4
13.94
18.57
0
15.48
Sharpe ratio
-0.29
0.27
0.42
0.58
0
0.66
Treynor ratio
-7.18
3.46
7.74
9.77
0
9.57
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