MBB - iShares MBS ETF

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 YearsMBBCategory Average
5 YearsMBBCategory Average
10 YearsMBBCategory Average
Alpha
0.130.01
0.24-0.04
0.68-0.18
Beta
0.610.94
0.730.94
0.671.01
Mean Annual Return
0.130.31
0.150.24
0.290.38
R-squared
84.8690.34
84.5792.21
73.5399.08
Standard Deviation
1.852.56
2.262.6
2.553.26
Sharpe Ratio
0.641.45
0.661.08
1.221.15
Treynor Ratio
1.934.05
2.043.02
4.663.77