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VictoryShares US Multi-Factor Minimum Volatility ETF (VSMV)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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45.55-0.07 (-0.15%)
At close: 11:34AM EDT

Risk statistics

3 yearsVSMVCategory average
5 yearsVSMVCategory average
10 yearsVSMVCategory average
Alpha
-0.6-2.17
-2-3.61
0-3.24
BETA
0.750.83
0.780.93
00.94
Mean annual return
0.720.63
0.90.93
00.78
R-squared
87.3278.38
88.3281.69
083.62
Standard deviation
14.3616.64
14.9818.66
015.77
Sharpe ratio
0.370.26
0.560.48
00.5
Treynor ratio
5.933.68
9.978.08
07.32