CMBS - iShares CMBS ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsCMBSCategory Average
5 YearsCMBSCategory Average
10 YearsCMBSCategory Average
Alpha
0.150.01
0.18-0.04
0-0.18
Beta
0.910.94
0.930.94
01.01
Mean Annual Return
0.270.31
0.270.24
00.38
R-squared
91.9890.34
91.5792.21
099.08
Standard Deviation
3.132.56
2.982.6
03.26
Sharpe Ratio
0.541.45
0.751.08
01.15
Treynor Ratio
1.84.05
2.393.02
03.77