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Inverse Cramer ETF (SJIM)
Cboe US - Cboe US Real-time price. Currency in USD
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At close: 04:26PM EDT
Risk statistics
3 yearsSJIMCategory average
5 yearsSJIMCategory average
10 yearsSJIMCategory average
Alpha
0-1.55
0-0.9
0-2.05
BETA
00.47
00.49
00.48
Mean annual return
00.49
00.66
00.43
R-squared
053.91
055.13
054.76
Standard deviation
012.06
013.1
010.5
Sharpe ratio
00.24
00.44
00.34
Treynor ratio
0-12.3
09.98
05.52
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