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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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28.28+0.36 (+1.29%)
At close: 12:59PM EDT

Risk statistics

3 yearsROMOCategory average
5 yearsROMOCategory average
10 yearsROMOCategory average
Alpha
0.612.22
01.35
00.5
BETA
0.741.09
01.18
01.21
Mean annual return
0.20.29
00.67
00.61
R-squared
65.4191.08
092.55
091.9
Standard deviation
11.3614.32
015.35
012.65
Sharpe ratio
-0.060.02
00.38
00.46
Treynor ratio
-1.78-0.82
04.09
04.28