MOM - AGFiQ U.S. Market Neutral Momentum Fund

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsMOMCategory Average
5 YearsMOMCategory Average
10 YearsMOMCategory Average
Alpha
-4.41-1.14
-2.74-0.11
0N/A
Beta
0.770.22
1.060.13
0N/A
Mean Annual Return
-0.19-0.01
0.030.03
0N/A
R-squared
5.3610.79
8.488.96
0N/A
Standard Deviation
9.946.26
10.647.49
0N/A
Sharpe Ratio
-0.380
-0.050.14
0N/A
Treynor Ratio
-5.4252.26
-1.07-25.8
0N/A