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QuantShares US Market Neutral Value (CHEP)


NYSEArca - NYSEArca Delayed Price. Currency in USD
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25.65-0.18 (-0.70%)
At close: 3:51PM EDT
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Risk Statistics

3 YearsCHEPCategory Average
5 YearsCHEPCategory Average
10 YearsCHEPCategory Average
Alpha
1.76-1.14
5.54-0.11
0N/A
Beta
-1.930.22
-1.580.13
0N/A
Mean Annual Return
-0.19-0.01
0.210.03
0N/A
R-squared
42.8410.79
30.928.96
0N/A
Standard Deviation
8.66.26
8.127.49
0N/A
Sharpe Ratio
-0.30
0.280.14
0N/A
Treynor Ratio
1.4952.26
-1.27-25.8
0N/A