EEH - ELEMENTS SPECTRUM Lg Cp US Sect Mom ETN

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsEEHCategory Average
5 YearsEEHCategory Average
10 YearsEEHCategory Average
Alpha
-1.6-0.65
-1.69-0.48
-0.690.15
Beta
0.960.98
11
0.91
Mean Annual Return
0.730.86
1.011.28
0.580.69
R-squared
87.0894.06
89.3995.34
86.2196.99
Standard Deviation
10.3510.9
10.1311.38
14.7715.42
Sharpe Ratio
0.810.94
1.181.34
0.440.48
Treynor Ratio
8.5710.38
12.0415.73
6.146.54