ARCX
MTUL
Aug 18, Last price
58.08USD
Name
ETRACS 2x Leveraged MSCI US Momentum Factor TR ETN
Chart & performance
Div yield, %
—
Expense ratio
0.95%
AUM
24m
Beta (realized)
2.04
Beta (adj.)
1.89
Sharp Ratio
0.36
Sortino Ratio
0.34
Std Dev
53.19%
VaR (95%, 1D)
5.84%
CVaR (99%, 1D)
12.72%
VaR (99%, 30D)
34.10%
MDD
-55.50%
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