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SPDR MSCI USA StrategicFactors ETF (QUS)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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140.02+0.85 (+0.61%)
At close: 03:59PM EDT

Risk Statistics

3 YearsQUSCategory Average
5 YearsQUSCategory Average
10 YearsQUSCategory Average
Alpha
0.46-1.1
-0.14-0.96
0-1.2
BETA
0.890.95
0.910.98
00.99
Mean Annual Return
0.990.91
1.21.21
01.01
R-squared
97.793.93
97.8895.16
095.05
Standard Deviation
15.8817.33
16.8618.46
015.4
Sharpe Ratio
0.570.46
0.730.67
00.69
Treynor Ratio
9.27.21
12.7811.73
010.12