MCRO - IQ Hedge Macro Tracker ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsMCROCategory Average
5 YearsMCROCategory Average
10 YearsMCROCategory Average
Alpha
-2.82-5.19
-3.04-4.2
-3.72N/A
Beta
0.561.09
0.530.57
0.58N/A
Mean Annual Return
0.20.05
0.020.06
0.12N/A
R-squared
83.3564.48
80.8270.06
68.94N/A
Standard Deviation
4.219.2
4.174.94
5.53N/A
Sharpe Ratio
0.230.12
-0.160.13
0.18N/A
Treynor Ratio
1.641.44
-1.410.88
1.42N/A