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VanEck Vectors Unconventional Oil & Gas ETF (FRAK)

NYSEArca - Nasdaq Real-time price. Currency in USD
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157.50-0.12 (-0.07%)
At close: 03:59PM EDT

Risk statistics

3 yearsFRAKCategory average
5 yearsFRAKCategory average
10 yearsFRAKCategory average
Alpha
-29.72-16.86
-27.44-14.03
0-1.08
BETA
2.741.43
2.531.34
01.2
Mean annual return
0.83-0.96
0.68-0.23
00.42
R-squared
68.6739.8
58.944.54
057.66
Standard deviation
59.4325.84
47.9523.59
027.21
Sharpe ratio
0.15-0.39
0.15-0.09
00.16
Treynor ratio
-3.12-8.63
-1.77-3.67
00.59