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Property
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Lehman ABS Corp. SER 01-19 9% (CDC)
NasdaqGM - NasdaqGM Delayed price. Currency in USD
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60.45
+0.17
(+0.28%)
At close: 04:00PM EDT
Summary
Chart
Conversations
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
CDC
Category average
5 years
CDC
Category average
10 years
CDC
Category average
Alpha
-5.85
-1.05
-0.79
-2.79
0
-2.8
BETA
0.56
0.83
0.65
0.94
0
0.95
Mean annual return
0.06
0.6
0.76
0.89
0
0.79
R-squared
53.72
78.41
59.85
83.21
0
84.19
Standard deviation
13.27
16.63
15.3
19.14
0
15.77
Sharpe ratio
-0.18
0.25
0.45
0.44
0
0.51
Treynor ratio
-5.9
3.52
9.38
7.4
0
7.51
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