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Vesper U.S. Large Cap Short-Term Reversal Strategy ETF (UTRN)
NYSEArca - Nasdaq Real-time price. Currency in USD
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25.55
+0.12
(+0.49%)
At close: 03:56PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
UTRN
Category average
5 years
UTRN
Category average
10 years
UTRN
Category average
Alpha
-7.46
-1.27
-4.38
-1.02
0
-1.16
BETA
0.77
0.96
0.9
0.98
0
0.99
Mean annual return
0.03
0.65
0.71
1.07
0
0.97
R-squared
74.77
93.97
74.97
95.24
0
95.13
Standard deviation
15.62
17.4
19.1
18.57
0
15.48
Sharpe ratio
-0.17
0.27
0.33
0.58
0
0.66
Treynor ratio
-5.1
3.46
5.36
9.77
0
9.57
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