NYSEArca - Nasdaq Real Time Price USD

Global X Adaptive U.S. Factor ETF (AUSF)

44.15
+0.61
+(1.40%)
At close: May 16 at 4:00:00 PM EDT
44.15
+0.12
+(0.27%)
After hours: May 16 at 4:05:16 PM EDT

ETF Summary

The fund invests at least 80% of its total assets in the securities of the index. Its 80% investment policy is non-fundamental and requires 60 days prior written notice to shareholders before it can be changed. The index is designed to dynamically allocate across three sub-indices that provide exposure to U.S. equities that exhibit characteristics of one of three primary factors: value, momentum and low volatility.

Risk Overview

Performance & Risk

YTD Return 5.07%
5y Average Return 21.01%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.79
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
AUSFCategory AverageAUSFCategory AverageAUSFCategory Average
Alpha 3.81 -5.91 5.78 -0.57 0 -4.79
BETA 0.79 1.02 0.76 0.95 0 1.06
Mean Annual Return 1.25 0.59 1.55 1.22 0 0.72
R-squared 68.48 73.59 70.14 69.91 0 76.61
Standard Deviation 15.65 19.47 14.66 18.3 0 18.61
Sharpe Ratio 0.66 0.13 1.07 0.64 0 0.36
Treynor Ratio 12.59 0.64 21.17 11.53 0 4.94

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