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Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO)

Cboe US - Cboe US Delayed price. Currency in USD
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27.970.00 (0.00%)
As of 02:15PM EDT. Market open.

Risk statistics

3 yearsROMOCategory average
5 yearsROMOCategory average
10 yearsROMOCategory average
Alpha
1.932.4
01.41
00.39
BETA
0.741.09
01.18
01.22
Mean annual return
0.430.48
00.77
00.64
R-squared
65.0290.96
092.41
091.76
Standard deviation
11.314.26
015.25
012.58
Sharpe ratio
0.20.2
00.47
00.5
Treynor ratio
2.31.64
05.29
04.65