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Oppenheimer Russell 1000 Dyn Mltfctr ETF (OMFL)

Cboe US - Cboe US Real-time price. Currency in USD
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53.10-0.68 (-1.27%)
As of 03:12PM EDT. Market open.

Risk statistics

3 yearsOMFLCategory average
5 yearsOMFLCategory average
10 yearsOMFLCategory average
Alpha
-2.31-1.27
0.68-1.02
0-1.16
BETA
0.980.96
1.010.98
00.99
Mean annual return
0.570.65
1.241.07
00.97
R-squared
85.6493.97
82.4295.24
095.13
Standard deviation
18.6917.4
20.4818.57
015.48
Sharpe ratio
0.20.27
0.620.58
00.66
Treynor ratio
2.233.46
11.399.77
09.57