QWLD - SPDR MSCI World StrategicFactors ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsQWLDCategory Average
5 YearsQWLDCategory Average
10 YearsQWLDCategory Average
Alpha
4.694.54
4.893.23
00.43
Beta
0.830.92
0.780.87
00.85
Mean Annual Return
0.360.45
0.460.77
00.33
R-squared
89.587.26
86.8489.84
090.95
Standard Deviation
13.3212.44
12.0913.12
017.05
Sharpe Ratio
0.190.46
0.360.72
00.18
Treynor Ratio
2.055.66
4.7410.19
02.04