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Australia markets closed
ALL ORDS
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ProShares Morningstar Alternatives Solution ETF (ALTS)
Cboe US - Cboe US Real-time price. Currency in USD
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38.49
-0.24
(-0.61%)
As of 10:58AM EDT. Market open.
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
ALTS
Category average
5 years
ALTS
Category average
10 years
ALTS
Category average
Alpha
-0.61
0.48
-2.02
0.1
0
-0.6
BETA
0.38
0.14
0.36
0.2
0
0.2
Mean annual return
0.32
0.33
0.2
0.34
0
0.2
R-squared
67.12
40
68.37
48.27
0
55.37
Standard deviation
8.3
5.8
6.87
6.6
0
5.41
Sharpe ratio
11.08
-0.01
13.34
0.23
0
0.16
Treynor ratio
7.6
0.28
3.01
-1.31
0
-836.16
Data disclaimer
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