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Fat Tail Risk ETF (FATT)

NasdaqGM - NasdaqGM Delayed price. Currency in USD
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22.71-0.53 (-2.27%)
At close: 04:12PM EDT

Risk statistics

3 yearsFATTCategory average
5 yearsFATTCategory average
10 yearsFATTCategory average
Alpha
01.19
00.98
00.54
BETA
00.94
00.99
01.01
Mean annual return
00.22
00.58
00.54
R-squared
092.16
092.57
092.34
Standard deviation
012.32
012.82
010.52
Sharpe ratio
0-0.04
00.37
00.47
Treynor ratio
0-0.83
04.14
04.48