GDAT - Goldman Sachs Motif Data-Driven World ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsGDATCategory Average
5 YearsGDATCategory Average
10 YearsGDATCategory Average
Alpha
09.46
05.86
05.19
Beta
01.1
01.05
01.04
Mean Annual Return
01.13
01.22
00.88
R-squared
063.2
062.13
072.67
Standard Deviation
015.69
015.41
020.82
Sharpe Ratio
00.86
00.95
00.48
Treynor Ratio
011.9
013.74
07.7