NYSEArca - Delayed Quote USD

Virtus Terranova U.S. Quality Momentum ETF (JOET)

34.33 +0.09 (+0.27%)
At close: June 28 at 3:57 PM EDT

ETF Summary

Under normal market conditions, the fund will invest not less than 80% of its assets in component securities of the index. The index is designed to track the performance of quality large-capitalization companies listed in the United States. The index includes common stock and ADRs. The fund will invest not less than 80% of its net assets (plus the amount of any borrowings for investment purposes) in U.S. securities.

Risk Overview

Performance & Risk

YTD Return 11.90%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
JOETCategory AverageJOETCategory AverageJOETCategory Average
Alpha -2.33 -3.46 0 -0.82 0 -0.03
BETA 1.02 1.12 0 1.07 0 1.06
Mean Annual Return 0.71 0.68 0 1.38 0 1.15
R-squared 92.71 87.45 0 87.34 0 87.32
Standard Deviation 18.92 21.53 0 20.97 0 17.47
Sharpe Ratio 0.28 0.25 0 0.69 0 0.71
Treynor Ratio 3.68 2.74 0 12.37 0 10.84

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