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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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30.79-0.03 (-0.09%)
At close: 03:49PM EDT

Risk statistics

3 yearsROMOCategory average
5 yearsROMOCategory average
10 yearsROMOCategory average
Alpha
0.862
01.53
00.38
BETA
0.741.09
01.17
01.21
Mean annual return
0.320.39
00.82
00.64
R-squared
64.7890.56
092.07
091.62
Standard deviation
11.6714.49
015.06
012.65
Sharpe ratio
0.020.07
00.5
00.48
Treynor ratio
-0.66-0.2
05.69
04.48