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iShares iBoxx $ High Yield Corporate Bond ETF (HYG)

NYSEArca - Nasdaq Real-time price. Currency in USD
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77.16-0.10 (-0.13%)
As of 11:12AM EDT. Market open.

Risk statistics

3 yearsHYGCategory average
5 yearsHYGCategory average
10 yearsHYGCategory average
Alpha
4.113.59
2.73.13
2.062.32
BETA
0.940.77
0.890.75
0.790.67
Mean annual return
0.090.15
0.250.31
0.280.31
R-squared
58.3454.39
35.6328.1
26.0220.76
Standard deviation
9.17.67
9.39
7.567.29
Sharpe ratio
-0.22-0.16
0.090.18
0.250.32
Treynor ratio
-2.53-1.89
0.421.78
2.083.28