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NasdaqGM - Nasdaq Real Time Price USD

Global X NASDAQ 100 Tail Risk ETF (QTR)

27.75
+0.09
+(0.31%)
As of 1:03:15 PM EDT. Market Open.

ETF Summary

The fund invests at least 80% of its total assets in the securities of the Nasdaq-100 Quarterly Protective Put 90 Index ("underlying index"). The underlying index measures the performance of a risk management strategy that holds the underlying stocks of the NASDAQ 100® Index and applies a protective put strategy (i.e. long (purchased) put options) on the NASDAQ 100® Index. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return -10.14%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.95
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
QTRCategory AverageQTRCategory AverageQTRCategory Average
Alpha 1.61 -1.42 0 -0.8 0 -0.5
BETA 0.95 0.53 0 0.48 0 0.4
Mean Annual Return 0.79 0.41 0 0.67 0 0.38
R-squared 67.57 66.82 0 63.48 0 53.53
Standard Deviation 18.8 10.76 0 9.81 0 9.43
Sharpe Ratio 0.26 -0.03 0 0.53 0 0.27
Treynor Ratio 3.55 -61.58 0 9.44 0 6.5

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