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Alpha Architect Intl Quant Val ETF (IVAL)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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24.92-0.01 (-0.04%)
At close: 04:00PM EDT

Risk statistics

3 yearsIVALCategory average
5 yearsIVALCategory average
10 yearsIVALCategory average
Alpha
2.093.57
-1.441.17
0-0.23
BETA
1.060.97
1.061.03
01.02
Mean annual return
0.30.43
0.590.79
00.41
R-squared
83.0588.17
83.8389.38
089.14
Standard deviation
19.116.93
20.2819.05
016.21
Sharpe ratio
0.020.12
0.240.38
00.21
Treynor ratio
-1.420.73
2.665.53
02.06