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SPDR Russell 1000 Low Vol Foc ETF (ONEV)

NYSEArca - Nasdaq Real-time price. Currency in USD
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118.19+0.75 (+0.64%)
At close: 03:48PM EDT

Risk statistics

3 yearsONEVCategory average
5 yearsONEVCategory average
10 yearsONEVCategory average
Alpha
-1.5-2.61
-2.2-4.16
0-4.5
BETA
0.920.93
0.981.08
01.07
Mean annual return
0.610.52
0.970.91
00.76
R-squared
87.2974.25
88.6378.4
078.43
Standard deviation
17.2519.06
19.1422.48
018.36
Sharpe ratio
0.240.17
0.490.39
00.42
Treynor ratio
3.151.57
8.276.03
05.86