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DeltaShares S&P International Managed Risk ETF (DMRI)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 12:54PM EDT
Risk statistics
3 yearsDMRICategory average
5 yearsDMRICategory average
10 yearsDMRICategory average
Alpha
-3.660.82
00.46
00.35
BETA
0.71.01
01
00.98
Mean annual return
0.220.21
00.58
00.44
R-squared
82.1392.68
093.39
092.45
Standard deviation
13.0917.15
018.19
015.36
Sharpe ratio
0.48-0.03
00.26
00.25
Treynor ratio
1.6-1.92
03.24
02.76
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