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AlphaMark Actively Managed Small Cap ETF (SMCP)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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30.58-0.27 (-0.88%)
At close: 04:00PM EDT

Risk statistics

3 yearsSMCPCategory average
5 yearsSMCPCategory average
10 yearsSMCPCategory average
Alpha
-8.23-7.29
-7.29-5.88
0-5.16
BETA
1.011
1.031.12
01.12
Mean annual return
0.210.29
0.81.02
00.79
R-squared
78.675.25
78.4777.36
074.69
Standard deviation
20.2820.6
21.2423.2
019.86
Sharpe ratio
-0.030.01
0.340.43
00.4
Treynor ratio
-2.7-1.83
5.116.88
05.48