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Straits Times Index
3,287.75 -5.38 (-0.16%) S&P 500
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15,453.26 -259.49 (-1.65%) Bitcoin USD
63,641.88 -1,200.45 (-1.85%) CMC Crypto 200
1,374.28 -8.30 (-0.60%)
CAD/BTN (EAOM)
Cboe US - Cboe US Delayed price. Currency in USD
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As of 03:59PM EDT. Market open.
Risk statistics
3 yearsEAOMCategory average
5 yearsEAOMCategory average
10 yearsEAOMCategory average
Alpha
-1.86-1.04
0-0.85
0-0.62
BETA
0.840.78
00.77
00.77
Mean annual return
0.120.19
00.42
00.38
R-squared
96.6194.57
093.26
092.38
Standard deviation
10.659.93
09.94
08.02
Sharpe ratio
-0.14-0.08
00.29
00.38
Treynor ratio
-2.48-1.65
03.2
03.66
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