ONEO - SPDR Russell 1000 Momentum Focus ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsONEOCategory Average
5 YearsONEOCategory Average
10 YearsONEOCategory Average
Alpha
-4.35-2.82
0-1.98
00.13
Beta
1.061.04
01.12
01.14
Mean Annual Return
0.80.73
01.31
00.78
R-squared
95.2882.23
084.92
088.73
Standard Deviation
13.112.42
013.55
018.48
Sharpe Ratio
0.620.71
01.17
00.46
Treynor Ratio
7.238.09
014.25
06.18