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Straits Times Index
3,319.89
+11.99
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iShares MSCI Global Sustainable Development Goals ETF (SDG)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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80.03
-0.24
(-0.30%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SDG
Category average
5 years
SDG
Category average
10 years
SDG
Category average
Alpha
-9.64
-0.77
-1.14
-0.81
0
-0.31
BETA
0.81
0.97
0.88
0.96
0
0.95
Mean annual return
-0.38
0.39
0.7
0.79
0
0.69
R-squared
70
92.23
74.86
93.26
0
92.01
Standard deviation
16.08
16.76
17.96
17.68
0
14.6
Sharpe ratio
-0.48
0.1
0.35
0.41
0
0.47
Treynor ratio
-10.83
0.28
5.58
6.24
0
6.35
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