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iShares Investment Grade Systematic Bond ETF (IGEB)

Cboe US - Cboe US Delayed price. Currency in USD
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43.99-0.01 (-0.02%)
At close: 04:00PM EDT

Risk statistics

3 yearsIGEBCategory average
5 yearsIGEBCategory average
10 yearsIGEBCategory average
Alpha
2.391.76
2.681.73
01.01
BETA
1.181.14
1.261.2
01.19
Mean annual return
-0.18-0.21
0.180.11
00.19
R-squared
95.8694.22
75.0377.87
076.99
Standard deviation
8.98.68
9.138.5
06.6
Sharpe ratio
-0.59-0.66
0-0.1
00.12
Treynor ratio
-4.73-5.3
-0.36-1.01
00.47