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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
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
CAPE
Category average
5 years
CAPE
Category average
10 years
CAPE
Category average
Alpha
0
-1.27
0
-1.02
0
-1.16
BETA
0
0.96
0
0.98
0
0.99
Mean annual return
0
0.65
0
1.07
0
0.97
R-squared
0
93.97
0
95.24
0
95.13
Standard deviation
0
17.4
0
18.57
0
15.48
Sharpe ratio
0
0.27
0
0.58
0
0.66
Treynor ratio
0
3.46
0
9.77
0
9.57
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