U.S. markets close in 5 hours 37 minutes

iShares Commodities Select Strategy ETF (COMT)

NasdaqGS - NasdaqGS Real Time Price. Currency in USD
Add to watchlist
25.80+0.31 (+1.21%)
As of 10:14AM EST. Market open.

Risk Statistics

3 YearsCOMTCategory Average
5 YearsCOMTCategory Average
10 YearsCOMTCategory Average
Alpha
-2.31-2.82
1.38-2.23
0-4.82
Beta
0.930.89
0.940.94
01.06
Mean Annual Return
-0.46-1.34
-0.08-0.83
0-0.46
R-squared
93.1888.8
90.8188.67
090.97
Standard Deviation
17.6216.25
16.4416.12
021.98
Sharpe Ratio
-0.4-0.98
-0.12-0.62
0-0.28
Treynor Ratio
-9.18-18.01
-3.64-11.47
0-7.93