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AGFiQ US Market Neutral Value (CHEP)

NYSEArca - Nasdaq Real-time price. Currency in USD
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15.02-0.09 (-0.59%)
At close: 12:42PM EST

Risk statistics

3 yearsCHEPCategory average
5 yearsCHEPCategory average
10 yearsCHEPCategory average
Alpha
-11.98-1.14
-4.88-0.11
0N/A
Beta
-1.270.22
-1.610.13
0N/A
Mean annual return
-1.28-0.01
-0.730.03
0N/A
R-squared
9.6610.79
16.578.96
0N/A
Standard deviation
13.886.26
12.447.49
0N/A
Sharpe ratio
-1.220
-0.80.14
0N/A
Treynor ratio
13.0952.26
6.4-25.8
0N/A