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Simplify Managed Futures Strategy ETF (CTA)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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27.20-0.02 (-0.07%)
At close: 04:00PM EDT

Risk Statistics

3 YearsCTACategory Average
5 YearsCTACategory Average
10 YearsCTACategory Average
Alpha
05.59
06.26
04.06
BETA
0-0.25
0-0.12
0-0.07
Mean Annual Return
00.67
00.62
00.42
R-squared
018.41
08.09
04.59
Standard Deviation
011.8
011.09
010.75
Sharpe Ratio
00.34
00.45
00.32
Treynor Ratio
0-15.16
0-32.19
0-7