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Alpha Architect U.S. Quantitative Value ETF (QVAL)
NasdaqGM - NasdaqGM Delayed Price. Currency in USD
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44.47
+0.03
(+0.07%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
QVAL
Category Average
5 Years
QVAL
Category Average
10 Years
QVAL
Category Average
Alpha
2.38
-2.61
-4.38
-4.16
0
-4.5
BETA
1.09
0.93
1.26
1.08
0
1.07
Mean Annual Return
1.02
0.52
1.07
0.91
0
0.76
R-squared
70.61
74.25
74.34
78.4
0
78.43
Standard Deviation
22.91
19.06
26.93
22.48
0
18.36
Sharpe Ratio
0.4
0.17
0.4
0.39
0
0.42
Treynor Ratio
6.43
1.57
5.76
6.03
0
5.86
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