Fixed Income Arbitrage
Fixed Income Arbitrage | |
ETP Ticker | FLAT |
Market Cap ($mm) | 8.3 |
Ann Expense (%) | 0.75 |
12-Month Return (%) | 6.15 |
r-Squared (r2) vs Hedge Fund Benchmark | 0.14 |
Beta (?) vs Hedge Fund Benchmark | -2.22 |
Alpha (?) vs Hedge Fund Benchmark | 0.27 |
r-Squared (r2) vs S&P 500 | 0.46 |
Beta (?) vs S&P 500 | -0.54 |
Alpha (?) vs S&P 500 | 0.17 |
Sharpe Ratio | 0.68 |