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Arrow DWA Tactical: International ETF (DWCR)

Cboe US - Cboe US Real-time price. Currency in USD
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31.20-0.07 (-0.22%)
At close: 03:59PM EDT

Risk statistics

3 yearsDWCRCategory average
5 yearsDWCRCategory average
10 yearsDWCRCategory average
Alpha
-1.340.82
0.050.46
00.35
BETA
0.971.01
1.031
00.98
Mean annual return
0.030.21
0.550.58
00.44
R-squared
81.3392.68
86.7293.39
092.45
Standard deviation
17.6317.15
19.3718.19
015.36
Sharpe ratio
-0.16-0.03
0.230.26
00.25
Treynor ratio
-4.43-1.92
2.553.24
02.76