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EquityCompass Risk Manager ETF (ERM)

NYSEArca - Nasdaq Real-time price. Currency in USD
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23.09-0.04 (-0.17%)
At close: 12:48PM EDT

Risk statistics

3 yearsERMCategory average
5 yearsERMCategory average
10 yearsERMCategory average
Alpha
-0.2-0.96
-7.44-2.78
0-2.78
BETA
0.760.83
0.820.94
00.95
Mean annual return
0.980.82
0.321.02
00.83
R-squared
77.2278.1
78.5583.03
084.03
Standard deviation
15.5816.49
17.4119.03
015.69
Sharpe ratio
0.650.42
0.130.53
00.55
Treynor ratio
12.637.17
0.869.26
08.11