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

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsEMBCategory Average
5 YearsEMBCategory Average
10 YearsEMBCategory Average
Alpha
2.622.99
2.631.67
2N/A
Beta
0.820.73
11.49
1.18N/A
Mean Annual Return
0.520.49
0.470.52
0.52N/A
R-squared
18.9212.24
27.9527.81
25.58N/A
Standard Deviation
5.436.46
5.747.72
6.68N/A
Sharpe Ratio
0.830.92
0.80.8
0.85N/A
Treynor Ratio
5.5144.09
4.563.91
4.79N/A