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Lehman ABS Corp. SER 01-19 9% (CDC)

NasdaqGM - NasdaqGM Real-time price. Currency in USD
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58.12+0.20 (+0.35%)
At close: 04:00PM EDT

Risk statistics

3 yearsCDCCategory average
5 yearsCDCCategory average
10 yearsCDCCategory average
Alpha
-5.37-0.96
-0.63-2.78
0-2.78
BETA
0.560.83
0.650.94
00.95
Mean annual return
0.250.82
0.861.02
00.83
R-squared
54.0178.1
59.5583.03
084.03
Standard deviation
13.3716.49
15.2619.03
015.69
Sharpe ratio
00.42
0.530.53
00.55
Treynor ratio
-1.587.17
11.469.26
08.11