SMCP - AlphaMark Actively Managed Small Cap ETF

NasdaqGS - NasdaqGS Delayed Price. Currency in USD

Risk Statistics

3 YearsSMCPCategory Average
5 YearsSMCPCategory Average
10 YearsSMCPCategory Average
Alpha
-11.45-5.25
0-2.7
00.16
Beta
1.151.11
01.1
01.17
Mean Annual Return
0.460.4
00.99
00.75
R-squared
77.9762.43
068.03
081.99
Standard Deviation
15.715.1
013.72
019.7
Sharpe Ratio
0.240.32
00.86
00.42
Treynor Ratio
2.323.36
010.51
05.53