MSMR - McElhenny Sheffield Managed Risk ETF

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

Risk statistics

3 yearsMSMRCategory average
5 yearsMSMRCategory average
10 yearsMSMRCategory average
Alpha
0-0.89
00.6
0N/A
BETA
01.02
01
0N/A
Mean annual return
00.38
00.76
0N/A
R-squared
082.18
097.25
0N/A
Standard deviation
07.56
07.29
0N/A
Sharpe ratio
00.6
01.23
0N/A
Treynor ratio
04.22
09.12
0N/A