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WisdomTree Europe Multifactor Fund (EUMF)

Cboe US - Cboe US Real-time price. Currency in USD
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25.66+0.22 (+0.87%)
At close: 02:55PM EDT

Risk statistics

3 yearsEUMFCategory average
5 yearsEUMFCategory average
10 yearsEUMFCategory average
Alpha
-0.882.68
01.7
00.52
BETA
0.971.07
01.08
01.07
Mean annual return
0.010.35
00.71
00.48
R-squared
88.5983.05
085.67
083.17
Standard deviation
16.2419.24
020.47
017.66
Sharpe ratio
-0.10.08
00.31
00.24
Treynor ratio
-3-0.08
04.15
02.72