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VanEck Vectors AMT-Free Interm Muni ETF (ITM)

Cboe US - Cboe US Real-time price. Currency in USD
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45.98-0.02 (-0.04%)
As of 12:14PM EDT. Market open.

Risk statistics

3 yearsITMCategory average
5 yearsITMCategory average
10 yearsITMCategory average
Alpha
-0.62-0.56
-0.36-0.29
-0.29-0.42
BETA
1.030.84
1.050.87
1.090.88
Mean annual return
-0.13-0.07
0.090.11
0.190.16
R-squared
98.6797.62
98.5395.83
97.7895.11
Standard deviation
7.696.34
6.875.77
5.574.53
Sharpe ratio
-0.61-0.63
-0.16-0.17
0.140.09
Treynor ratio
-4.82-4.99
-1.3-1.36
0.60.34