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Oppenheimer Russell 1000 Dyn Mltfctr ETF (OMFL)

Cboe US - Cboe US Delayed price. Currency in USD
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52.29-0.71 (-1.34%)
At close: 04:00PM EDT

Risk statistics

3 yearsOMFLCategory average
5 yearsOMFLCategory average
10 yearsOMFLCategory average
Alpha
-2.54-1.52
0.23-1.12
0-1.2
BETA
0.980.95
1.010.98
00.99
Mean annual return
0.670.74
1.41.25
00.99
R-squared
85.8193.99
82.1895.11
095.1
Standard deviation
18.8217.52
20.3218.32
015.51
Sharpe ratio
0.260.32
0.720.7
00.67
Treynor ratio
3.34.49
13.4412.18
09.75