DEUS - Xtrackers Russell 1000 Comprehensive Factor ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsDEUSCategory Average
5 YearsDEUSCategory Average
10 YearsDEUSCategory Average
Alpha
-2.26-2.82
0-1.98
00.13
Beta
0.961.04
01.12
01.14
Mean Annual Return
1.010.73
01.31
00.78
R-squared
95.2982.23
084.92
088.73
Standard Deviation
11.8412.42
013.55
018.48
Sharpe Ratio
0.880.71
01.17
00.46
Treynor Ratio
10.878.09
014.25
06.18