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iShares Bloomberg Roll Select Broad Commodity ETF (CMDY)

NYSEArca - Nasdaq Real-time price. Currency in USD
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49.84+0.31 (+0.63%)
At close: 03:21PM EDT

Risk statistics

3 yearsCMDYCategory average
5 yearsCMDYCategory average
10 yearsCMDYCategory average
Alpha
-0.612.03
0.371.16
01.28
BETA
0.940.94
0.91
01.04
Mean annual return
0.60.82
0.650.77
00.06
R-squared
98.4987.3
97.7286.55
087.9
Standard deviation
14.2515.18
14.3917.07
015.86
Sharpe ratio
0.280.44
0.390.42
0-0.05
Treynor ratio
3.446.44
5.386.04
0-1.99