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AGFiQ U.S. Market Neutral Momentum Fund (MOM)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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21.54-0.25 (-1.15%)
At close: 04:12PM EDT

Risk Statistics

3 YearsMOMCategory Average
5 YearsMOMCategory Average
10 YearsMOMCategory Average
Alpha
-10.35-1.14
-6.13-0.11
0N/A
BETA
2.10.22
1.530.13
0N/A
Mean Annual Return
-0.07-0.01
-0.110.03
0N/A
R-squared
16.8210.79
11.098.96
0N/A
Standard Deviation
17.286.26
14.837.49
0N/A
Sharpe Ratio
-0.130
-0.170.14
0N/A
Treynor Ratio
-1.7952.26
-2.3-25.8
0N/A