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Alpha Architect Value Momentum Trend ETF (VMOT)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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24.65-0.13 (-0.52%)
At close: 04:00PM EDT

Risk statistics

3 yearsVMOTCategory average
5 yearsVMOTCategory average
10 yearsVMOTCategory average
Alpha
-6.02-2.18
-5.04-0.94
0-2.01
BETA
0.470.46
0.50.49
00.47
Mean annual return
0.060.38
0.360.68
00.42
R-squared
41.3553.76
51.9153.97
054.48
Standard deviation
13.0712.12
12.6813.06
010.54
Sharpe ratio
-0.190.1
0.160.45
00.32
Treynor ratio
-7.16-9.76
2.599.17
05.25