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Alpha Architect US Quantitative Momt ETF (QMOM)
NasdaqGM - NasdaqGM Real-time price. Currency in USD
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57.87
-0.68
(-1.16%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
QMOM
Category average
5 years
QMOM
Category average
10 years
QMOM
Category average
Alpha
-1.97
-10.33
0.02
-5.75
0
-3.03
BETA
1
1.11
1.08
1.1
0
1.09
Mean annual return
0.73
0.1
1.47
1.01
0
0.93
R-squared
67.19
79.51
60.12
79.1
0
79.16
Standard deviation
21.66
22.44
25.46
22.86
0
18.8
Sharpe ratio
0.26
-0.08
0.6
0.44
0
0.51
Treynor ratio
3.42
-3.73
12.18
7.05
0
7.62
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