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WBI BullBear Quality 3000 ETF (WBIL)

36.67 +0.53 (+1.46%)
At close: November 19 at 2:01 PM EST

ETF Summary

The fund will seek to invest in the equity securities of small-capitalization, mid-capitalization, and large capitalization domestic and foreign companies that the sub-advisor to the fund and an affiliate of the advisor, believes display attractive prospects for growth in a company's intrinsic value, and in other tactical investment opportunities. It may invest up to 50% of its net assets in the securities of issuers in emerging markets.

Risk Overview

Performance & Risk

YTD Return 16.76%
5y Average Return 7.03%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.69
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
WBILCategory AverageWBILCategory AverageWBILCategory Average
Alpha 2.73 -0.86 1.94 0.4 -0.49 -0.83
BETA 0.69 0.79 0.68 0.87 0.76 0.88
Mean Annual Return 0.48 0.17 0.61 0.55 0.4 0.42
R-squared 58.22 67.72 49.52 69.93 47.25 69.66
Standard Deviation 11.33 12.42 12.09 13.06 11.07 10.59
Sharpe Ratio 0.16 -0.19 0.4 0.29 0.28 0.3
Treynor Ratio 1.85 -4.78 6.29 3.48 3.3 3.08

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