UK markets closed

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

NasdaqGM - NasdaqGM Delayed price. Currency in USD
Add to watchlist
59.58-0.02 (-0.03%)
At close: 04:00PM EDT

Risk statistics

3 yearsCDCCategory average
5 yearsCDCCategory average
10 yearsCDCCategory average
Alpha
-5.85-1.05
-0.79-2.79
0-2.8
BETA
0.560.83
0.650.94
00.95
Mean annual return
0.060.6
0.760.89
00.79
R-squared
53.7278.41
59.8583.21
084.19
Standard deviation
13.2716.63
15.319.14
015.77
Sharpe ratio
-0.180.25
0.450.44
00.51
Treynor ratio
-5.93.52
9.387.4
07.51