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Alpha Architect U.S. Quantitative Momentum ETF (QMOM)

NasdaqGM - NasdaqGM Real Time Price. Currency in USD
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56.73+0.87 (+1.56%)
As of 03:03PM EDT. Market open.

Risk Statistics

3 YearsQMOMCategory Average
5 YearsQMOMCategory Average
10 YearsQMOMCategory Average
Alpha
-5.16-10.07
1.05-4.29
0-2.99
BETA
0.971.11
1.061.09
01.09
Mean Annual Return
0.580.29
1.471.06
00.95
R-squared
62.8979.51
59.0479.22
078.99
Standard Deviation
21.5822.26
25.322.8
018.69
Sharpe Ratio
0.190.04
0.610.47
00.54
Treynor Ratio
1.99-1.41
12.627.87
08.02