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(XMMO)

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Risk statistics

3 yearsXMMOCategory average
5 yearsXMMOCategory average
10 yearsXMMOCategory average
Alpha
2.73-5.08
1.31-4.47
2.05-4
BETA
1.090.99
0.981.07
1.041.07
Mean annual return
1.180.46
1.461.07
1.310.83
R-squared
76.3982.37
75.0484.12
74.5683.03
Standard deviation
22.1419.39
20.7321.21
18.4718.02
Sharpe ratio
0.490.12
0.740.5
0.770.47
Treynor ratio
8.40.56
14.488.35
12.846.71