ARCX
MMTM
Oct 20, Last price
301.54USD
1D
0.14%
1Q
-1.59%
Jan 2017
221.53%
Name
SPDR S&P 1500 Momentum Tilt ETF
Chart & performance
Div yield, %
0.63%
Expense ratio
0.12%
AUM
129m
Beta (realized)
1.02
Beta (adj.)
1.06
Sharp Ratio
0.46
Sortino Ratio
0.42
Std Dev
19.74%
VaR (95%, 1D)
1.95%
CVaR (99%, 1D)
5.09%
VaR (99%, 30D)
18.91%
MDD
-34.21%
Notes
No notes on this company yet
Write a private note on this company, for your eyes only