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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

Risk statistics

3 yearsTCTLCategory average
5 yearsTCTLCategory average
10 yearsTCTLCategory average
Alpha
-3.57-0.09
-2.30.49
0-0.68
BETA
0.990.82
0.980.89
00.9
Mean annual return
0.120.16
0.240.59
00.4
R-squared
78.4868.76
76.4572.05
071.61
Standard deviation
13.7912.62
12.0413.08
010.59
Sharpe ratio
5.34-0.14
5.70.34
00.3
Treynor ratio
-0.14-3.48
1.084.28
03.07