UK markets closed

SPDR MSCI USA StrategicFactors ETF (QUS)

NYSEArca - NYSEArca Delayed price. Currency in USD
Add to watchlist
141.23+1.21 (+0.86%)
At close: 03:59PM EDT

Risk statistics

3 yearsQUSCategory average
5 yearsQUSCategory average
10 yearsQUSCategory average
Alpha
0.41-1.27
-0.25-1.02
0-1.16
BETA
0.90.96
0.910.98
00.99
Mean annual return
0.760.65
1.071.07
00.97
R-squared
97.7493.97
97.995.24
095.13
Standard deviation
16.0217.4
16.9918.57
015.48
Sharpe ratio
0.380.27
0.620.58
00.66
Treynor ratio
5.553.46
10.769.77
09.57