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iShares International Treasury Bond ETF (IGOV)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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39.10+0.29 (+0.75%)
At close: 04:00PM EDT

Risk statistics

3 yearsIGOVCategory average
5 yearsIGOVCategory average
10 yearsIGOVCategory average
Alpha
-3.07-0.66
-3.04-0.85
-3.63-1.74
BETA
1.531.06
1.491.07
1.421.05
Mean annual return
-0.82-0.37
-0.34-0.08
-0.2-0.04
R-squared
86.7281.9
80.9665.21
61.9951.03
Standard deviation
12.038.71
10.368.45
8.747.31
Sharpe ratio
-1.08-0.87
-0.6-0.38
-0.45-0.26
Treynor ratio
-8.59-7.25
-4.5-3.21
-3.02-2.21