REM - iShares Mortgage Real Estate Capped ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsREMCategory Average
5 YearsREMCategory Average
10 YearsREMCategory Average
Alpha
8.8210.06
4.387.76
4.012.68
Beta
0.40.53
0.540.66
0.51.1
Mean Annual Return
1.151.09
0.711.24
0.870.74
R-squared
13.7819.04
28.1829.17
30.5851.72
Standard Deviation
10.714.47
11.3715.07
12.7126.06
Sharpe Ratio
1.170.9
0.680.98
0.790.31
Treynor Ratio
32.3225.71
13.4722.64
19.14.26