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iShares CMBS ETF (CMBS)

NYSEArca - Nasdaq Real-time price. Currency in USD
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46.19+0.13 (+0.28%)
At close: 03:59PM EDT

Risk statistics

3 yearsCMBSCategory average
5 yearsCMBSCategory average
10 yearsCMBSCategory average
Alpha
-1.08-0.2
0.04-0.04
0.19-0.11
BETA
0.710.97
0.760.98
0.790.97
Mean annual return
-0.21-0.28
0.050
0.130.1
R-squared
93.1597.4
85.5194.03
86.1593.32
Standard deviation
5.447.24
5.156.29
4.114.86
Sharpe ratio
-1.06-0.9
-0.31-0.34
0.01-0.07
Treynor ratio
-8.15-6.93
-2.3-2.44
-0.07-0.46