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Cambria Foreign Shareholder Yield ETF (FYLD)

Cboe US - Cboe US Delayed price. Currency in USD
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27.81+0.12 (+0.43%)
At close: 04:00PM EDT

Risk statistics

3 yearsFYLDCategory average
5 yearsFYLDCategory average
10 yearsFYLDCategory average
Alpha
4.462.47
3.091.16
0.910.43
BETA
0.940.98
1.11.1
1.041.05
Mean annual return
0.520.34
0.830.67
0.50.47
R-squared
86.9487.54
89.1887.58
88.5586.59
Standard deviation
16.4817.22
20.420.68
16.6617
Sharpe ratio
0.190.06
0.380.28
0.270.24
Treynor ratio
1.96-0.35
5.43.53
3.082.63