IGOV - iShares International Treasury Bond ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsIGOVCategory Average
5 YearsIGOVCategory Average
10 YearsIGOVCategory Average
Alpha
-1.6-1.52
-3.35-1.53
-2.57N/A
Beta
1.360.48
1.080.8
1.09N/A
Mean Annual Return
0.110.04
-0.040.08
0.13N/A
R-squared
39.8617.84
20.8614.18
17.2N/A
Standard Deviation
6.636.22
6.847.18
7.61N/A
Sharpe Ratio
-0.010.24
-0.20.14
0.14N/A
Treynor Ratio
-0.22-240.93
-1.49-2.51
0.71N/A