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iShares Convertible Bond ETF (ICVT)

Cboe US - Cboe US Delayed price. Currency in USD
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78.13-0.25 (-0.32%)
At close: 04:00PM EDT

Risk statistics

3 yearsICVTCategory average
5 yearsICVTCategory average
10 yearsICVTCategory average
Alpha
-6.13-4.46
3.691.83
01.28
BETA
0.80.82
1.121.03
01.05
Mean annual return
-0.37-0.23
0.840.66
00.62
R-squared
63.7877.16
65.7475.85
076.61
Standard deviation
12.6311.73
17.1114.74
012
Sharpe ratio
-0.6-0.5
0.460.38
00.48
Treynor ratio
-10.22-7.85
6.134.66
05.04