Simplify Tax Aware Alternatives ETF (LQ)

24.40 -0.09 (-0.36%) USD  |  NASDAQ  |  Aug 24, 16:00
More

LQ Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for LQ.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sharpe Ratio (Since Inception) Chart
Start Trial

Historical Historical Sharpe Ratio (Since Inception) Data

View and export this data back to . Start Trial.
Date Value

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

View Historical Sharpe Ratio (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sharpe Ratio (Since Inception) Benchmarks

View Historical Sharpe Ratio (Since Inception) Benchmarks
Start Trial
Simplify Multi-QIS Alternative ETF Upgrade
iShares Systematic Alternatives Active ETF --
NYLI Hedge Multi-Strategy Tracker ETF Upgrade
Unlimited HFND Multi-Strategy Return Tracker ETF Upgrade
First Trust Multi-Strategy Alternative ETF Upgrade

Historical Sharpe Ratio (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade