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PROPERTY
10 bijou homes that are big on style
Size isn’t everything when it comes to buying a home
AGFiQ US Market Neutral Momentum (MOM)
NYSEArca - Nasdaq Real-time price. Currency in USD
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21.54
-0.25
(-1.15%)
At close: 04:12PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
MOM
Category average
5 years
MOM
Category average
10 years
MOM
Category average
Alpha
-10.35
-1.14
-6.13
-0.11
0
N/A
BETA
2.1
0.22
1.53
0.13
0
N/A
Mean annual return
-0.07
-0.01
-0.11
0.03
0
N/A
R-squared
16.82
10.79
11.09
8.96
0
N/A
Standard deviation
17.28
6.26
14.83
7.49
0
N/A
Sharpe ratio
-0.13
0
-0.17
0.14
0
N/A
Treynor ratio
-1.79
52.26
-2.3
-25.8
0
N/A
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