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VictoryShares US Small Cap Volatility Wtd ETF (CSA)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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69.23
+0.14
(+0.20%)
As of 04:00PM EDT. Market open.
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
CSA
Category average
5 years
CSA
Category average
10 years
CSA
Category average
Alpha
-5.14
-7.09
-4.45
-5.87
0
-5.28
BETA
0.98
1
1.09
1.12
0
1.12
Mean annual return
0.33
0.19
0.9
0.81
0
0.75
R-squared
72.24
74.82
75.55
77.85
0
74.56
Standard deviation
20.19
20.44
23.18
23.47
0
19.83
Sharpe ratio
0.05
-0.04
0.37
0.32
0
0.38
Treynor ratio
-1.07
-2.88
5.68
4.44
0
5.14
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