Cboe US - Delayed Quote USD

Trend Aggregation ESG ETF (TEGS)

7.26 -0.21 (-2.78%)
At close: January 7 at 3:59 PM EST

ETF Summary

The fund will under normal conditions invest at least 80% of its net assets (plus borrowings for investment purposes) directly, or indirectly through mutual funds or exchange traded funds, in equity or fixed income securities of well-known environmental, social, and governance ("ESG") indices such as MSCI and Russell. It may also invest up to 20% of its net assets in cash and cash equivalents including U.S. government securities.

Risk Overview

Performance & Risk

YTD Return 0.00%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
TEGSCategory AverageTEGSCategory AverageTEGSCategory Average
Alpha 0 2.4 0 1.41 0 0.39
BETA 0 1.09 0 1.18 0 1.22
Mean Annual Return 0 0.48 0 0.77 0 0.64
R-squared 0 90.96 0 92.41 0 91.76
Standard Deviation 0 14.26 0 15.25 0 12.58
Sharpe Ratio 0 0.2 0 0.47 0 0.5
Treynor Ratio 0 1.64 0 5.29 0 4.65

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