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DeltaShares S&P 600 Managed Risk ETF (DMRS)

NYSEArca - Nasdaq Real-time price. Currency in USD
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53.49+0.02 (+0.03%)
At close: 03:55PM EDT

Risk statistics

3 yearsDMRSCategory average
5 yearsDMRSCategory average
10 yearsDMRSCategory average
Alpha
-4.671.37
01.08
00.53
BETA
0.780.94
00.98
01.01
Mean annual return
0.220.39
00.67
00.57
R-squared
62.2892.2
092.43
092.18
Standard deviation
10.8812.25
012.73
010.45
Sharpe ratio
0.710.14
00.46
00.51
Treynor ratio
1.741.23
05.38
04.92