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Global X Adaptive U.S. Factor ETF (AUSF)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 03:57PM EDT
Risk statistics
3 yearsAUSFCategory average
5 yearsAUSFCategory average
10 yearsAUSFCategory average
Alpha
4.05-3.9
-0.63-5.19
0-5.16
BETA
0.750.92
0.941.06
01.06
Mean annual return
1.110.55
1.190.95
00.74
R-squared
73.7373.57
76.2676.31
077.6
Standard deviation
15.5919.09
19.4121.97
018.36
Sharpe ratio
0.640.17
0.620.41
00.4
Treynor ratio
12.461.63
11.436.57
05.49
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