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Alpha Architect Intl Quant Momt ETF (IMOM)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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27.74+0.11 (+0.40%)
At close: 04:00PM EDT

Risk statistics

3 yearsIMOMCategory average
5 yearsIMOMCategory average
10 yearsIMOMCategory average
Alpha
-2.42-1.44
-1.040.91
01.71
BETA
1.041.14
1.021.02
00.99
Mean annual return
-0.08-0.01
0.60.76
00.56
R-squared
74.8384.82
78.3683.82
083.8
Standard deviation
19.5620.3
20.0119.56
016.34
Sharpe ratio
-0.21-0.15
0.250.36
00.32
Treynor ratio
-5.84-4.41
2.995.26
04.11