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VanEck Vectors Unconventional Oil & Gas ETF (FRAK)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 03:59PM EDT
Risk statistics
3 yearsFRAKCategory average
5 yearsFRAKCategory average
10 yearsFRAKCategory average
Alpha
-29.7216.94
-27.440.42
0-8.82
BETA
2.740.83
2.531.55
01.55
Mean annual return
0.832.02
0.681.48
00.41
R-squared
68.6721.35
58.943.29
041.92
Standard deviation
59.4331.21
47.9542.11
035.51
Sharpe ratio
0.150.71
0.150.38
00.12
Treynor ratio
-3.1227.19
-1.774.82
0-1.41
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