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NYSEArca - Delayed Quote USD

Global X S&P 500 Risk Managed Income ETF (XRMI)

18.01
-0.31
(-1.68%)
At close: April 10 at 3:39:40 PM EDT
18.01
+0.07
+(0.39%)
After hours: April 10 at 4:08:01 PM EDT

ETF Summary

The fund invests at least 80% of its total assets in the securities of the Cboe S&P 500 Risk Managed Income Index ("underlying index"). The underlying index measures the performance of a risk managed income strategy that holds the underlying stocks of the S&P 500® Index and applies an options collar strategy (i.e., a mix of short (sold) call options and long (purchased) put options) on the S&P 500® Index.

Risk Overview

Performance & Risk

YTD Return -2.22%
5y Average Return 0.00%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.33
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
XRMICategory AverageXRMICategory AverageXRMICategory Average
Alpha -4.68 -2.5 0 -0.66 0 -2.8
BETA 0.33 0.66 0 0.69 0 0.72
Mean Annual Return 0.14 0.48 0 1.09 0 0.6
R-squared 74.47 78.58 0 77.46 0 81.36
Standard Deviation 6.8 12.96 0 13.32 0 12.33
Sharpe Ratio -0.42 0.09 0 0.77 0 0.42
Treynor Ratio -9.29 0.56 0 14.71 0 6.36

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