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Amplify BlackSwan ISWN ETF (ISWN)
NYSEArca - NYSEArca Delayed price. Currency in USD
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At close: 03:41PM EDT
Risk statistics
3 yearsISWNCategory average
5 yearsISWNCategory average
10 yearsISWNCategory average
Alpha
-11.520.7
00.2
0-0.28
BETA
0.70.56
00.47
00.42
Mean annual return
-0.560.43
00.53
00.36
R-squared
73.0581.45
071.95
056.19
Standard deviation
13.6710.22
010.07
09.13
Sharpe ratio
-0.720.21
00.41
00.29
Treynor ratio
-14.912.32
09.11
05.56
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