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iShares CMBS ETF (CMBS)

NYSEArca - NYSEArca Delayed price. Currency in USD
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45.99-0.02 (-0.04%)
At close: 03:59PM EDT

Risk statistics

3 yearsCMBSCategory average
5 yearsCMBSCategory average
10 yearsCMBSCategory average
Alpha
-0.9-0.16
0.06-0.04
0.16-0.11
BETA
0.710.97
0.760.98
0.790.97
Mean annual return
-0.14-0.19
0.080.05
0.150.13
R-squared
92.897.76
84.9893.84
85.7293.14
Standard deviation
5.47.1
5.096.19
4.074.8
Sharpe ratio
-0.87-0.74
-0.23-0.26
0.070.01
Treynor ratio
-6.66-5.65
-1.7-1.87
0.28-0.07