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AltShares Event-Driven ETF (EVNT)
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9.84
+0.06
(+0.62%)
At close: 03:27PM EDT
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
EVNT
Category Average
5 Years
EVNT
Category Average
10 Years
EVNT
Category Average
Alpha
-5.74
-2.46
2.36
-0.5
0
-0.34
BETA
0.36
0.15
0.36
0.25
0
0.26
Mean Annual Return
-0.08
0.1
0.67
0.35
0
0.26
R-squared
58.07
24.6
34.49
38.79
0
35.83
Standard Deviation
8.04
5
10.8
6.91
0
6.3
Sharpe Ratio
-0.49
-0.29
0.54
0.3
0
0.28
Treynor Ratio
-11.54
-18.82
15.54
9.14
0
6.46
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