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SPDR MSCI World StrategicFactors ETF (QWLD)
NYSEArca - Nasdaq Real-time price. Currency in USD
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At close: 12:09PM EDT
Risk statistics
3 yearsQWLDCategory average
5 yearsQWLDCategory average
10 yearsQWLDCategory average
Alpha
2.19-0.77
1.12-0.81
0-0.31
BETA
0.890.97
0.880.96
00.95
Mean annual return
0.620.39
0.90.79
00.69
R-squared
97.1292.23
97.1793.26
092.01
Standard deviation
15.0616.76
1617.68
014.6
Sharpe ratio
0.290.1
0.540.41
00.47
Treynor ratio
3.830.28
8.746.24
06.35
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