Dow Up0.18% Nasdaq Up0.45%

IQ Hedge Macro Tracker ETF (MCRO)

-NYSEArca
24.59 Up 0.06(0.24%) Dec 6, 8:00PM EST

Risk as of Nov 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMCROCategory
Alpha (against Standard Index)-3.26N/A
Beta (against Standard Index)0.50N/A
Mean Annual Return-0.11N/A
R-squared (against Standard Index)71.53N/A
Standard Deviation3.90N/A
Sharpe Ratio-0.36N/A
5 Years
StatisticMCROCategory
Alpha (against Standard Index)-4.36N/A
Beta (against Standard Index)0.53N/A
Mean Annual Return-0.04N/A
R-squared (against Standard Index)63.04N/A
Standard Deviation4.54N/A
Sharpe Ratio-0.12N/A
10 Years
StatisticMCROCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A