TLT - iShares 20+ Year Treasury Bond ETF

NasdaqGM - NasdaqGM Delayed Price. Currency in USD

Risk Statistics

3 YearsTLTCategory Average
5 YearsTLTCategory Average
10 YearsTLTCategory Average
Alpha
-3.7-3.1
-3.35-4.83
-5.62-3.31
Beta
3.743.65
3.53.53
3.362.52
Mean Annual Return
0.460.93
0.280.48
0.640.62
R-squared
86.0484.81
83.7675.65
60.3866.38
Standard Deviation
11.5310.42
10.8910.95
14.1510.19
Sharpe Ratio
0.451.07
0.290.54
0.520.69
Treynor Ratio
1.243.03
0.741.53
1.942.58