UK markets closed

Alpha Architect US Quantitative Momt ETF (QMOM)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
Add to watchlist
57.87-0.68 (-1.16%)
At close: 04:00PM EDT

Risk statistics

3 yearsQMOMCategory average
5 yearsQMOMCategory average
10 yearsQMOMCategory average
Alpha
-1.97-10.33
0.02-5.75
0-3.03
BETA
11.11
1.081.1
01.09
Mean annual return
0.730.1
1.471.01
00.93
R-squared
67.1979.51
60.1279.1
079.16
Standard deviation
21.6622.44
25.4622.86
018.8
Sharpe ratio
0.26-0.08
0.60.44
00.51
Treynor ratio
3.42-3.73
12.187.05
07.62