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Cambria Sovereign Bond ETF (SOVB)

BATS - BATS Real-time price. Currency in USD
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24.40-0.40 (-1.61%)
At close: 2:38PM EDT

Risk statistics

3 yearsSOVBCategory average
5 yearsSOVBCategory average
10 yearsSOVBCategory average
Alpha
-1.81-4.91
0-2.36
0N/A
Beta
0.171.03
01.17
0N/A
Mean annual return
0.04-0.07
00.1
0N/A
R-squared
0.418.98
012.09
0N/A
Standard deviation
9.088.85
08.81
0N/A
Sharpe ratio
-0.13-0.07
00.19
0N/A
Treynor ratio
-9.22-0.67
02.7
0N/A