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QuantShares US Market Neutral Value (CHEP)

-NYSEArca
24.74 0.00(0.00%) May 4

Risk as of Apr 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticCHEPCategory
Alpha (against Standard Index)1.81N/A
Beta (against Standard Index)-1.01N/A
Mean Annual Return-0.03N/A
R-squared (against Standard Index)15.22N/A
Standard Deviation7.71N/A
Sharpe Ratio-0.06N/A
5 Years
StatisticCHEPCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationNaNN/A
Sharpe RatioNaNN/A
10 Years
StatisticCHEPCategory
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