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Guggenheim S&P 500 Pure Value ETF (RPV)

-NYSEArca
51.92 Down 0.30(0.57%) Apr 29, 4:00PM EDT

Risk as of Mar 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticRPVCategory
Alpha (against Standard Index)-2.16N/A
Beta (against Standard Index)1.16N/A
Mean Annual Return0.97N/A
R-squared (against Standard Index)86.96N/A
Standard Deviation14.16N/A
Sharpe Ratio0.82N/A
5 Years
StatisticRPVCategory
Alpha (against Standard Index)-1.59N/A
Beta (against Standard Index)1.23N/A
Mean Annual Return1.07N/A
R-squared (against Standard Index)86.38N/A
Standard Deviation16.22N/A
Sharpe Ratio0.79N/A
10 Years
StatisticRPVCategory
Alpha (against Standard Index)-0.55N/A
Beta (against Standard Index)1.40N/A
Mean Annual Return0.85N/A
R-squared (against Standard Index)79.73N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio4.64N/A