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    QuantShares US Market Neut Momentum (MOM)

    -NYSEArca
    26.88 Down 0.10(0.38%) 9:36AM EDT - Nasdaq Real Time Price

    Risk as of May 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMOMCategory
    Alpha (against Standard Index)-0.43N/A
    Beta (against Standard Index)0.81N/A
    Mean Annual Return0.16N/A
    R-squared (against Standard Index)5.10N/A
    Standard Deviation9.78N/A
    Sharpe Ratio0.19N/A
    5 Years
    StatisticMOMCategory
    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
    StatisticMOMCategory
    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