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Arrow Reverse Cap 500 ETF (YPS)

Cboe US - Cboe US Real-time price. Currency in USD
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22.35+0.02 (+0.10%)
At close: 01:59PM EDT

Risk statistics

3 yearsYPSCategory average
5 yearsYPSCategory average
10 yearsYPSCategory average
Alpha
-6.1-3.56
-6.87-4.29
0-4.57
BETA
1.010.93
1.151.07
01.06
Mean annual return
0.570.55
0.891.09
00.78
R-squared
79.8874.62
83.2977.71
078.4
Standard deviation
19.8119.1
23.0222.15
018.38
Sharpe ratio
0.20.18
0.370.49
00.43
Treynor ratio
2.181.78
5.368.32
06.01