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iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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27.14+0.15 (+0.56%)
As of 03:05PM EDT. Market open.

Risk statistics

3 yearsCOMTCategory average
5 yearsCOMTCategory average
10 yearsCOMTCategory average
Alpha
4.112.03
-0.351.16
01.28
BETA
10.94
1.091
01.04
Mean annual return
1.020.82
0.690.77
00.06
R-squared
78.4687.3
82.3186.55
087.9
Standard deviation
17.0315.18
19.1417.07
015.86
Sharpe ratio
0.530.44
0.320.42
0-0.05
Treynor ratio
8.246.44
4.036.04
0-1.99