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Quadratic Interest Rate Volatility and Inflation Hedge ETF New (IVOL)
NYSEArca - NYSEArca Delayed price. Currency in USD
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18.59
-0.08
(-0.43%)
At close: 03:59PM EDT
18.59
-0.00
(-0.03%)
After hours:
04:09PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
IVOL
Category average
5 years
IVOL
Category average
10 years
IVOL
Category average
Alpha
-9.63
0.65
0
1.69
0
0.28
BETA
0.62
0.91
0
0.94
0
0.97
Mean annual return
-0.88
-0.18
0
0.15
0
0.13
R-squared
19.18
67.8
0
67.14
0
64.56
Standard deviation
10.27
8.02
0
7.05
0
5.83
Sharpe ratio
-1.32
-0.62
0
-0.02
0
0.02
Treynor ratio
-21.9
-5.68
0
0.04
0
0.01
Data disclaimer
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