NYSEArca - Nasdaq Real Time Price USD
Global X Adaptive U.S. Factor ETF (AUSF)
42.67
+0.24
+(0.57%)
At close: May 7 at 3:59:54 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
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 2.97% |
| 5y Average Return | 20.02% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.79 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| AUSF | Category Average | AUSF | Category Average | AUSF | Category 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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