Micro E-mini Russell 2000 Index Futures RTYUSD
0 Neutral
Price (USD)
$2,796.10
Market Cap
$0
1W Return
+0.5%
1M Return
-2.2%
3M Return
-5.5%
12M Return
+7.8%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 0
Local (Weekly) Neutral 3
CAPR (Daily) Neutral 0
Local (Daily) Neutral 1
Trend Age 85 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 16%
Sharpe Ratio (52w) 0.24
Beta (52w) 1.09
Drawdown from 52w High -9.1%
Max Drawdown (52w) -11.3%
Dev from Long MA +23.8%
Rel Strength 3M -1.31
Rel Strength 12M 0.57