Cboe US - Delayed Quote USD

iShares Mortgage Real Estate Capped ETF (REM)

22.25 +0.27 (+1.23%)
At close: April 26 at 4:00 PM EDT
22.50 +0.25 (+1.12%)
After hours: April 26 at 6:48 PM EDT

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The underlying index measures the performance of the residential and commercial mortgage real estate, mortgage finance and savings associations sectors of the U.S. equity market. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return -5.20%
5y Average Return -4.78%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.55
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
REMCategory AverageREMCategory AverageREMCategory Average
Alpha -12.01 -4.92 -14.6 -6.3 -6.06 -1.31
BETA 1.55 1.13 1.76 1.01 1.42 0.9
Mean Annual Return -0.09 0.32 0.4 0.48 0.56 0.61
R-squared 76 77.48 71.66 71.36 58.87 55.59
Standard Deviation 29.41 21.24 36.88 21.1 27.18 17.83
Sharpe Ratio -0.14 0.04 0.07 0.18 0.19 0.34
Treynor Ratio -5.29 -1.08 -3.24 1.48 0.46 5.05

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