ROMO - Strategy Shares Newfound/ReSolve Robust Momentum ETF

Cboe US - Cboe US Delayed price. Currency in USD

Risk statistics

3 yearsROMOCategory average
5 yearsROMOCategory average
10 yearsROMOCategory average
Alpha
1.38-1.9
00.16
0N/A
BETA
0.821.49
01.31
0N/A
Mean annual return
0.490.33
00.77
0N/A
R-squared
65.7791.54
096.68
0N/A
Standard deviation
12.1510.36
09.06
0N/A
Sharpe ratio
0.360.39
01.01
0N/A
Treynor ratio
4.752.39
06.92
0N/A