MOM - QuantShares US Market Neut Momentum

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsMOMCategory Average
5 YearsMOMCategory Average
10 YearsMOMCategory Average
Alpha
-4.82-1.14
-3.4-0.11
0N/A
Beta
1.510.22
1.140.13
0N/A
Mean Annual Return
-0.07-0.01
-0.090.03
0N/A
R-squared
15.2410.79
12.378.96
0N/A
Standard Deviation
11.046.26
9.197.49
0N/A
Sharpe Ratio
-0.110
-0.140.14
0N/A
Treynor Ratio
-1.2152.26
-1.49-25.8
0N/A