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iPath CBOE S&P 500 BuyWrite Index ETN (BWV)

-NYSEArca
59.73 0.00(0.00%) Apr 16, 4:00PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticBWVCategory
Alpha (against Standard Index)-2.24N/A
Beta (against Standard Index)0.71N/A
Mean Annual Return0.67N/A
R-squared (against Standard Index)77.21N/A
Standard Deviation10.04N/A
Sharpe Ratio0.80N/A
5 Years
StatisticBWVCategory
Alpha (against Standard Index)-1.80N/A
Beta (against Standard Index)0.65N/A
Mean Annual Return0.96N/A
R-squared (against Standard Index)76.88N/A
Standard Deviation10.43N/A
Sharpe Ratio1.09N/A