EMB - iShares J.P. Morgan USD Emerging Markets Bond ETF

NasdaqGS - NasdaqGS Real Time Price. Currency in USD

Risk Statistics

3 YearsEMBCategory Average
5 YearsEMBCategory Average
10 YearsEMBCategory Average
Alpha
1.142.99
1.421.67
2.31N/A
Beta
1.070.73
1.041.49
1.17N/A
Mean Annual Return
0.360.49
0.410.52
0.56N/A
R-squared
32.912.24
28.9727.81
25.34N/A
Standard Deviation
6.096.46
5.947.72
6.81N/A
Sharpe Ratio
0.460.92
0.660.8
0.92N/A
Treynor Ratio
2.544.09
3.653.91
5.31N/A