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Strategy Shares Newfound/ReSolve Robust Momentum ETF (ROMO)

Cboe US - Cboe US Real-time price. Currency in USD
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31.34+0.26 (+0.83%)
At close: 01:06PM EDT

Risk statistics

3 yearsROMOCategory average
5 yearsROMOCategory average
10 yearsROMOCategory average
Alpha
1.961.97
01.41
00.25
BETA
0.731.08
01.17
01.21
Mean annual return
0.510.53
00.82
00.68
R-squared
64.9890.39
092.02
091.55
Standard deviation
11.3314.32
015.06
012.61
Sharpe ratio
0.210.18
00.49
00.51
Treynor ratio
2.461.32
05.65
04.83