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NasdaqGM - Delayed Quote USD

Alpha Architect Merlyn.AI Bull-Rider Bear-Fighter ETF (WIZ)

27.05
-0.00
(-0.02%)
At close: November 10 at 2:29:32 PM EST

ETF Summary

Under normal circumstances, at least 80% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in the component securities of the index. The index seeks to determine whether U.S. equity markets appear to be in an advancing market (a “Bull” indicator) or appear to have an elevated risk of market decline (a “Bear” indicator). It is non-diversified.

Risk Overview

Performance & Risk

YTD Return -0.69%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.92
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
WIZCategory AverageWIZCategory AverageWIZCategory Average
Alpha -2.16 0.38 0 1.48 0 0.26
BETA 0.92 0.93 0 0.96 0 1.01
Mean Annual Return 0.03 0.41 0 0.86 0 0.56
R-squared 62.32 90.59 0 91.1 0 91.43
Standard Deviation 14.43 12.26 0 11.72 0 10.64
Sharpe Ratio -0.13 0.03 0 0.64 0 0.44
Treynor Ratio -3.15 0.33 0 7.69 0 4.32

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