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McElhenny Sheffield Managed Risk ETF (MSMR)

Cboe US - Cboe US Delayed price. Currency in USD
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27.41+0.22 (+0.80%)
At close: 02:29PM EST

Risk statistics

3 yearsMSMRCategory average
5 yearsMSMRCategory average
10 yearsMSMRCategory average
Alpha
01.42
00.91
00.42
BETA
00.94
00.98
01.01
Mean annual return
00.36
00.64
00.56
R-squared
091.97
092.58
092.39
Standard deviation
0N/A
0N/A
0N/A
Sharpe ratio
00.14
00.44
00.5
Treynor ratio
01.26
05.09
04.85