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Premise Capital Diversified Tactical ETF (TCTL)
Cboe US - Cboe US Real-time price. Currency in USD
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29.76
-0.03
(-0.12%)
At close: 12:04PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
TCTL
Category average
5 years
TCTL
Category average
10 years
TCTL
Category average
Alpha
-3.57
-0.09
-2.3
0.49
0
-0.68
BETA
0.99
0.82
0.98
0.89
0
0.9
Mean annual return
0.12
0.16
0.24
0.59
0
0.4
R-squared
78.48
68.76
76.45
72.05
0
71.61
Standard deviation
13.79
12.62
12.04
13.08
0
10.59
Sharpe ratio
5.34
-0.14
5.7
0.34
0
0.3
Treynor ratio
-0.14
-3.48
1.08
4.28
0
3.07
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