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SPDR MSCI USA StrategicFactors ETF (QUS)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 03:54PM EDT
Risk statistics
3 yearsQUSCategory average
5 yearsQUSCategory average
10 yearsQUSCategory average
Alpha
-0.02-1.52
-0.46-1.12
0-1.2
BETA
0.90.95
0.910.98
00.99
Mean annual return
0.830.74
1.221.25
00.99
R-squared
97.8593.99
97.8595.11
095.1
Standard deviation
16.1317.52
16.7918.32
015.51
Sharpe ratio
0.420.32
0.740.7
00.67
Treynor ratio
6.394.49
13.0312.18
09.75
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