REM - iShares Mortgage Real Estate Capped ETF

BATS - BATS Real Time Price. Currency in USD

Risk Statistics

3 YearsREMCategory Average
5 YearsREMCategory Average
10 YearsREMCategory Average
Alpha
-14.1810.06
-5.97.76
-3.142.68
Beta
1.630.53
1.380.66
0.961.1
Mean Annual Return
-0.511.09
0.081.24
0.360.74
R-squared
53.1919.04
47.8329.17
38.0551.72
Standard Deviation
35.9214.47
28.6615.07
22.3526.06
Sharpe Ratio
-0.220.9
-0.010.98
0.170.31
Treynor Ratio
-9.7625.71
-4.2622.64
0.374.26