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iShares Convertible Bond ETF (ICVT)

Cboe US - Cboe US Delayed price. Currency in USD
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76.70-0.20 (-0.26%)
At close: 04:00PM EDT

Risk statistics

3 yearsICVTCategory average
5 yearsICVTCategory average
10 yearsICVTCategory average
Alpha
-5.68-4.29
3.811.96
01.17
BETA
0.810.82
1.121.03
01.06
Mean annual return
-0.2-0.08
0.950.76
00.64
R-squared
63.6677.04
65.3475.51
076.3
Standard deviation
12.6411.72
17.0314.68
011.95
Sharpe ratio
-0.43-0.33
0.540.47
00.52
Treynor ratio
-7.55-5.54
7.415.94
05.38