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CAD/BTN (EAOM)
Cboe US - Cboe US Real-time price. Currency in USD
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At close: 02:29PM EDT
Risk statistics
3 yearsEAOMCategory average
5 yearsEAOMCategory average
10 yearsEAOMCategory average
Alpha
-1.85-1.17
0-0.89
0-0.68
BETA
0.850.78
00.77
00.77
Mean annual return
-0.020.05
00.35
00.35
R-squared
96.6894.59
093.34
092.45
Standard deviation
10.759.98
010.02
08.07
Sharpe ratio
-0.31-0.26
00.2
00.33
Treynor ratio
-4.62-4.01
02.02
03.14
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