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Cboe(R) Validus S&P 500(R) Dynamic Putwrite Index ETF (PUTD)

Cboe US - Cboe US Delayed price. Currency in USD
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22.55+0.10 (+0.45%)
At close: 02:53PM EDT

Risk statistics

3 yearsPUTDCategory average
5 yearsPUTDCategory average
10 yearsPUTDCategory average
Alpha
0-1.27
0-1.02
0-1.16
BETA
00.96
00.98
00.99
Mean annual return
00.65
01.07
00.97
R-squared
093.97
095.24
095.13
Standard deviation
017.4
018.57
015.48
Sharpe ratio
00.27
00.58
00.66
Treynor ratio
03.46
09.77
09.57