MMTM - SPDR S&P 1500 Momentum Tilt ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsMMTMCategory Average
5 YearsMMTMCategory Average
10 YearsMMTMCategory Average
Alpha
0.37-0.65
0.41-0.48
00.15
Beta
1.010.98
0.991
01
Mean Annual Return
1.020.86
0.851.28
00.69
R-squared
95.7294.06
96.0395.34
096.99
Standard Deviation
12.0610.9
11.8411.38
015.42
Sharpe Ratio
0.90.94
0.791.34
00.48
Treynor Ratio
10.6810.38
9.215.73
06.54