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50.18
+0.03
(+0.06%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
TAXF
Category Average
5 Years
TAXF
Category Average
10 Years
TAXF
Category Average
Alpha
0
-0.56
0.56
-0.29
0
-0.42
BETA
0.96
0.84
1.04
0.87
0
0.88
Mean Annual Return
-0.06
-0.07
0.17
0.11
0
0.16
R-squared
99.22
97.62
95.72
95.83
0
95.11
Standard Deviation
7.18
6.34
6.88
5.77
0
4.53
Sharpe Ratio
-0.53
-0.63
-0.03
-0.17
0
0.09
Treynor Ratio
-4.21
-4.99
-0.42
-1.36
0
0.34
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