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SPDR S&P 1500 Momentum Tilt ETF (MMTM)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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226.66+3.41 (+1.53%)
At close: 03:54PM EDT

Risk Statistics

3 YearsMMTMCategory Average
5 YearsMMTMCategory Average
10 YearsMMTMCategory Average
Alpha
0.87-3.88
0.27-0.54
0.290.05
BETA
0.981.12
0.961.06
0.971.06
Mean Annual Return
0.840.52
1.161.19
1.071.14
R-squared
96.187.17
96.4887.62
96.387.36
Standard Deviation
17.6421.44
18.0921.12
15.1117.43
Sharpe Ratio
0.40.16
0.650.58
0.750.7
Treynor Ratio
5.881.06
11.2810.08
11.1910.68