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PIMCO 15+ Year US TIPS ETF (LTPZ)

-NYSEArca
66.33 Up 0.58(0.88%) Jan 23, 8:00PM EST

Risk as of Dec 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticLTPZCategory
Alpha (against Standard Index)-2.46N/A
Beta (against Standard Index)3.03N/A
Mean Annual Return0.54N/A
R-squared (against Standard Index)72.57N/A
Standard Deviation10.78N/A
Sharpe Ratio0.58N/A
5 Years
StatisticLTPZCategory
Alpha (against Standard Index)-5.39N/A
Beta (against Standard Index)3.42N/A
Mean Annual Return0.17N/A
R-squared (against Standard Index)79.29N/A
Standard Deviation11.18N/A
Sharpe Ratio0.17N/A
10 Years
StatisticLTPZCategory
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