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SPDR S&P 1500 Momentum Tilt ETF (MMTM)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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176.60+4.50 (+2.61%)
At close: 04:00PM EDT
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Risk Statistics

3 YearsMMTMCategory Average
5 YearsMMTMCategory Average
10 YearsMMTMCategory Average
Alpha
-0.45-0.19
0.16-0.12
01.99
Beta
0.961.05
0.981.05
01.04
Mean Annual Return
1.150.97
1.181.38
00.88
R-squared
97.3489.09
96.9890.29
091.36
Standard Deviation
18.2112.1
16.3912.36
016.71
Sharpe Ratio
0.180.96
0.641.34
00.58
Treynor Ratio
12.6810.86
12.716.11
08.25
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