NYSEArca - Delayed Quote USD

iShares Agency Bond ETF (AGZ)

106.63 +0.01 (+0.01%)
At close: April 26 at 3:50 PM EDT

ETF Summary

The index measures the performance of the agency sector of the U.S. government bond market and is composed of investment-grade U.S. dollar-denominated publicly-issued government agency bonds or debentures. The fund will invest at least 80% of its assets in the component securities of the index and TBAs that have economic characteristics that are substantially identical to the economic characteristics of the component securities of the index.

Risk Overview

Performance & Risk

YTD Return -0.82%
5y Average Return 0.88%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.48
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
AGZCategory AverageAGZCategory AverageAGZCategory Average
Alpha -1.26 -1.66 -0.22 -0.81 -0.03 -0.62
BETA 0.48 0.32 0.5 0.32 0.53 0.32
Mean Annual Return -0.07 -0.03 0.09 0.07 0.13 0.08
R-squared 92.44 77.24 86.03 68.82 86.62 67.14
Standard Deviation 3.69 2.69 3.36 2.34 2.74 1.89
Sharpe Ratio -1.05 -1.35 -0.31 -0.59 0.02 -0.34
Treynor Ratio -8 -11.61 -2.17 -4.69 0.05 -2.13

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