COPX - Global X Copper Miners ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsCOPXCategory Average
5 YearsCOPXCategory Average
10 YearsCOPXCategory Average
Alpha
1.4-7.11
-10.96-9.35
0-0.04
Beta
1.361.32
1.91.33
01.28
Mean Annual Return
1.130.03
-0.070.42
00.59
R-squared
24.1761.16
32.7165.69
075.15
Standard Deviation
30.0120.01
38.1620.72
025.59
Sharpe Ratio
0.40.05
-0.040.31
00.26
Treynor Ratio
6.1-0.95
-4.463.06
02.49