ISHARES 10-20 YEAR TREASURY BOND ETF ETFs
Alpha 1 Year |
-0.15 |
Alpha 10 Years |
-0.09 |
Alpha 15 Years |
-0.08 |
Alpha 3 Years |
0.03 |
Alpha 5 Years |
-0.06 |
Average Gain 1 Year |
2.09 |
Average Gain 10 Years |
2.42 |
Average Gain 15 Years |
2.33 |
Average Gain 3 Years |
3.62 |
Average Gain 5 Years |
3.07 |
Average Loss 1 Year |
-3.64 |
Average Loss 10 Years |
-2.16 |
Average Loss 15 Years |
-1.98 |
Average Loss 3 Years |
-3.54 |
Average Loss 5 Years |
-3.10 |
Batting Average 1 Year |
33.33 |
Batting Average 10 Years |
38.33 |
Batting Average 15 Years |
38.33 |
Batting Average 3 Years |
38.89 |
Batting Average 5 Years |
43.33 |
Beta 1 Year |
0.99 |
Beta 10 Years |
0.99 |
Beta 15 Years |
0.99 |
Beta 3 Years |
1.00 |
Beta 5 Years |
0.99 |
Capture Ratio Down 1 Year |
99.04 |
Capture Ratio Down 10 Years |
99.77 |
Capture Ratio Down 15 Years |
99.99 |
Capture Ratio Down 3 Years |
99.55 |
Capture Ratio Down 5 Years |
99.60 |
Capture Ratio Up 1 Year |
98.48 |
Capture Ratio Up 10 Years |
99.26 |
Capture Ratio Up 15 Years |
99.41 |
Capture Ratio Up 3 Years |
99.84 |
Capture Ratio Up 5 Years |
99.43 |
Correlation 1 Year |
99.99 |
Correlation 10 Years |
99.82 |
Correlation 15 Years |
99.86 |
Correlation 3 Years |
99.84 |
Correlation 5 Years |
99.77 |
High 1 Year |
111.57 |
Information Ratio 1 Year |
-0.16 |
Information Ratio 10 Years |
-0.10 |
Information Ratio 15 Years |
-0.16 |
Information Ratio 3 Years |
0.11 |
Information Ratio 5 Years |
-0.01 |
Low 1 Year |
98.57 |
Maximum Loss 1 Year |
-7.63 |
Maximum Loss 10 Years |
-40.24 |
Maximum Loss 15 Years |
-40.24 |
Maximum Loss 3 Years |
-33.17 |
Maximum Loss 5 Years |
-40.24 |
Performance Current Year |
0.68 |
Performance since Inception |
64.97 |
Risk adjusted Return 10 Years |
-2.85 |
Risk adjusted Return 3 Years |
-13.63 |
Risk adjusted Return 5 Years |
-7.72 |
Risk adjusted Return Since Inception |
-6.47 |
R-Squared (R²) 1 Year |
99.97 |
R-Squared (R²) 10 Years |
99.65 |
R-Squared (R²) 15 Years |
99.73 |
R-Squared (R²) 3 Years |
99.68 |
R-Squared (R²) 5 Years |
99.55 |
Sortino Ratio 1 Year |
-0.89 |
Sortino Ratio 10 Years |
-0.25 |
Sortino Ratio 15 Years |
0.20 |
Sortino Ratio 3 Years |
-1.11 |
Sortino Ratio 5 Years |
-0.63 |
Tracking Error 1 Year |
0.23 |
Tracking Error 10 Years |
0.62 |
Tracking Error 15 Years |
0.51 |
Tracking Error 3 Years |
0.81 |
Tracking Error 5 Years |
0.88 |
Trailing Performance 1 Month |
1.27 |
Trailing Performance 1 Week |
0.71 |
Trailing Performance 1 Year |
-0.73 |
Trailing Performance 10 Years |
-8.61 |
Trailing Performance 2 Years |
-5.16 |
Trailing Performance 3 Months |
-1.94 |
Trailing Performance 3 Years |
-22.63 |
Trailing Performance 4 Years |
-26.87 |
Trailing Performance 5 Years |
-22.87 |
Trailing Performance 6 Months |
-2.09 |
Trailing Return 1 Month |
-4.54 |
Trailing Return 1 Year |
-4.00 |
Trailing Return 10 Years |
-0.59 |
Trailing Return 15 Years |
2.11 |
Trailing Return 2 Months |
-2.87 |
Trailing Return 2 Years |
-0.09 |
Trailing Return 3 Months |
-7.63 |
Trailing Return 3 Years |
-9.38 |
Trailing Return 4 Years |
-8.38 |
Trailing Return 5 Years |
-4.36 |
Trailing Return 6 Months |
-0.63 |
Trailing Return 6 Years |
-1.98 |
Trailing Return 7 Years |
-1.71 |
Trailing Return 8 Years |
-1.01 |
Trailing Return 9 Months |
-1.78 |
Trailing Return 9 Years |
-0.80 |
Trailing Return Since Inception |
2.78 |
Trailing Return YTD – Year to Date |
-4.00 |
Treynor Ratio 1 Year |
-9.39 |
Treynor Ratio 10 Years |
-2.47 |
Treynor Ratio 15 Years |
0.86 |
Treynor Ratio 3 Years |
-13.70 |
Treynor Ratio 5 Years |
-7.04 |
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