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McElhenny Sheffield Managed Risk ETF (MSMR)

Cboe US - Cboe US Real-time price. Currency in USD

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26.90

+0.17

(+0.63%)

At close: 02:31PM EDT

Risk statistics

3 yearsMSMRCategory average

5 yearsMSMRCategory average

10 yearsMSMRCategory 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