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iPath Shiller CAPE ETN (CAPD)

NYSEArca - Nasdaq Real-time price. Currency in USD
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19.370.00 (0.00%)
At close: 03:59PM EDT

Risk statistics

3 yearsCAPDCategory average
5 yearsCAPDCategory average
10 yearsCAPDCategory average
Alpha
2.02-1.05
1.56-2.79
0-2.8
BETA
0.980.83
10.94
00.95
Mean annual return
0.980.6
10.89
00.79
R-squared
95.9678.41
96.4983.21
084.19
Standard deviation
20.3816.63
18.3219.14
015.77
Sharpe ratio
0.240.25
0.40.44
00.51
Treynor ratio
9.73.52
9.77.4
07.51