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Barclays ETN+ S&P VEQTOR ETN (VQT)

Cboe US - Cboe US Real-time price. Currency in USD
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199.50+0.49 (+0.25%)
At close: 03:34PM EDT

Risk statistics

3 yearsVQTCategory average
5 yearsVQTCategory average
10 yearsVQTCategory average
Alpha
3.94-1.55
0.74-0.9
0-2.05
BETA
0.270.47
0.340.49
00.48
Mean annual return
0.70.49
0.440.66
00.43
R-squared
21.2253.91
29.3955.13
054.76
Standard deviation
10.0112.06
9.113.1
010.5
Sharpe ratio
0.660.24
0.450.44
00.34
Treynor ratio
23.61-12.3
11.469.98
05.52