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Alpha Architect US Quantitative Momt ETF (QMOM)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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59.86+0.56 (+0.94%)
At close: 04:00PM EDT
58.69 -1.17 (-1.95%)
After hours: 04:14PM EDT

Risk statistics

3 yearsQMOMCategory average
5 yearsQMOMCategory average
10 yearsQMOMCategory average
Alpha
-4.44-10.4
1.05-4.67
0-2.84
BETA
0.991.12
1.061.1
01.09
Mean annual return
0.4-0.03
1.330.89
00.92
R-squared
64.5479.62
59.679.46
079.45
Standard deviation
21.8222.44
25.4623.01
018.8
Sharpe ratio
0.08-0.14
0.540.37
00.51
Treynor ratio
-0.55-4.95
10.75.64
07.58