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SPDR Blmbg Barclays Intl Corp Bd ETF (IBND)

-NYSEArca
30.90 Down 0.24(0.77%) Feb 17, 3:59PM EST

Risk as of Jan 30, 2017Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIBNDCategory
Alpha (against Standard Index)-5.68N/A
Beta (against Standard Index)0.59N/A
Mean Annual Return-0.34N/A
R-squared (against Standard Index)4.68N/A
Standard Deviation8.02N/A
Sharpe Ratio-0.53N/A
5 Years
StatisticIBNDCategory
Alpha (against Standard Index)-0.73N/A
Beta (against Standard Index)0.47N/A
Mean Annual Return0.03N/A
R-squared (against Standard Index)2.84N/A
Standard Deviation8.06N/A
Sharpe Ratio0.03N/A
10 Years
StatisticIBNDCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A