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Barclays ETN+ Shiller Capet (CAPE)

NYSEArca - NYSEArca Delayed price. Currency in USD
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26.89+0.32 (+1.20%)
At close: 03:59PM EDT

Risk statistics

3 yearsCAPECategory average
5 yearsCAPECategory average
10 yearsCAPECategory average
Alpha
0-1.27
0-1.02
0-1.16
BETA
00.96
00.98
00.99
Mean annual return
00.65
01.07
00.97
R-squared
093.97
095.24
095.13
Standard deviation
017.4
018.57
015.48
Sharpe ratio
00.27
00.58
00.66
Treynor ratio
03.46
09.77
09.57