Managed Futures
Managed Futures | |
ETP Ticker | LSC |
Market Cap ($mm) | 5.1 |
Ann Expense (%) | 0.75 |
12-Month Return (%) | -15.28 |
r-Squared (r2) vs Hedge Fund Benchmark | 0.32 |
Beta (?) vs Hedge Fund Benchmark | 0.76 |
Alpha (?) vs Hedge Fund Benchmark | -0.12 |
r-Squared (r2) vs S&P 500 | 0.10 |
Beta (?) vs S&P 500 | 0.29 |
Alpha (?) vs S&P 500 | -0.14 |
Sharpe Ratio | -0.68 |