PBP - PowerShares S&P 500 BuyWrite ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsPBPCategory Average
5 YearsPBPCategory Average
10 YearsPBPCategory Average
Alpha
1.07-1.21
0.4-0.18
-2N/A
Beta
0.460.65
0.470.58
0.66N/A
Mean Annual Return
0.530.51
0.550.75
0.38N/A
R-squared
68.4186.42
63.2869.13
79.23N/A
Standard Deviation
5.767.59
5.787.71
11.17N/A
Sharpe Ratio
0.990.79
1.061.16
0.38N/A
Treynor Ratio
12.39.26
13.2515.57
5.6N/A