CEFS - Saba Closed-End Funds ETF

Cboe US - Cboe US Real Time Price. Currency in USD

Risk Statistics

3 YearsCEFSCategory Average
5 YearsCEFSCategory Average
10 YearsCEFSCategory Average
Alpha
7.4-3.19
1.86-3.41
0N/A
BETA
1.040.74
1.280.62
0N/A
Mean Annual Return
1.210.06
0.710.16
0N/A
R-squared
81.5972.17
79.760.33
0N/A
Standard Deviation
14.025.9
17.125.81
0N/A
Sharpe Ratio
0.940.23
0.410.34
0N/A
Treynor Ratio
12.631.54
4.462.89
0N/A