SEA - Claymore/Delta Global Shipping

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsSEACategory Average
5 YearsSEACategory Average
10 YearsSEACategory Average
Alpha
-16.522.18
-18.464.61
03.86
Beta
1.280.98
1.30.94
01.01
Mean Annual Return
-0.20.49
-0.761.04
00.76
R-squared
55.6567.62
59.6964.78
077.78
Standard Deviation
17.3413.53
18.7813.57
019.53
Sharpe Ratio
-0.220.46
-0.530.96
00.43
Treynor Ratio
-4.085.69
-8.613.86
06.66