Micro E-mini Russell 2000 Index Futures RTYUSD
0 Neutral
Price (USD)
$2,867.30
Market Cap
$0
1W Return
+2.5%
1M Return
+1.8%
3M Return
-4.1%
12M Return
+12.4%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 0
Local (Weekly) Neutral 3
CAPR (Daily) Neutral 2
Local (Daily) Neutral 3
Trend Age 462 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 15%
Sharpe Ratio (52w) 0.49
Beta (52w) 1.10
Drawdown from 52w High -6.8%
Max Drawdown (52w) -11.3%
Dev from Long MA +26.5%
Rel Strength 3M -1.96
Rel Strength 12M 0.72