Australia markets closed

ProShares Managed Futures Strategy ETF (FUT)

Cboe US - Cboe US Real-time price. Currency in USD
Add to watchlist
41.93+0.06 (+0.13%)
At close: 02:15PM EDT

Risk statistics

3 yearsFUTCategory average
5 yearsFUTCategory average
10 yearsFUTCategory average
Alpha
3.165.59
1.186.26
04.06
BETA
-0.1-0.25
-0.07-0.12
0-0.07
Mean annual return
0.240.67
0.130.62
00.42
R-squared
11.3718.41
6.628.09
04.59
Standard deviation
5.1711.8
4.4411.09
010.75
Sharpe ratio
0.230.34
0.920.45
00.32
Treynor ratio
-21.51-15.16
-5.74-32.19
0-7