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Goldman Sachs ActiveBeta(R) World Low Vol Plus Equity ETF (GLOV)

Cboe US - Cboe US Delayed price. Currency in USD
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45.49+0.43 (+0.95%)
At close: 03:59PM EDT

Risk statistics

3 yearsGLOVCategory average
5 yearsGLOVCategory average
10 yearsGLOVCategory average
Alpha
0-0.77
0-0.81
0-0.31
BETA
00.97
00.96
00.95
Mean annual return
00.39
00.79
00.69
R-squared
092.23
093.26
092.01
Standard deviation
016.76
017.68
014.6
Sharpe ratio
00.1
00.41
00.47
Treynor ratio
00.28
06.24
06.35