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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

Risk statistics

3 yearsIVOLCategory average
5 yearsIVOLCategory average
10 yearsIVOLCategory average
Alpha
-9.630.65
01.69
00.28
BETA
0.620.91
00.94
00.97
Mean annual return
-0.88-0.18
00.15
00.13
R-squared
19.1867.8
067.14
064.56
Standard deviation
10.278.02
07.05
05.83
Sharpe ratio
-1.32-0.62
0-0.02
00.02
Treynor ratio
-21.9-5.68
00.04
00.01