Global Macro
Global Macro | |
ETP Ticker | MCRO |
Market Cap ($mm) | 62.7 |
Ann Expense (%) | 0.75 |
12-Month Return (%) | -1.61 |
r-Squared (r2) vs Hedge Fund Benchmark | 0.18 |
Beta (?) vs Hedge Fund Benchmark | 0.79 |
Alpha (?) vs Hedge Fund Benchmark | -0.05 |
r-Squared (r2) vs S&P 500 | 0.44 |
Beta (?) vs S&P 500 | 0.31 |
Alpha (?) vs S&P 500 | -0.02 |
Sharpe Ratio | 0.28 |