NasdaqGM - Nasdaq Real Time Price USD

iShares Fallen Angels USD Bond ETF (FALN)

27.05 -0.07 (-0.24%)
As of 12:10 PM EDT. Market Open.

ETF Summary

The fund will invest at least 80% of its assets in the component securities of the underlying index, and the fund will invest at least 90% of its assets in fixed income securities of the types included in the underlying index. The index is designed to reflect the performance of U.S. dollar denominated, high yield corporate bonds that were previously rated investment grade.

Risk Overview

Performance & Risk

YTD Return 7.08%
5y Average Return 5.48%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.92
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FALNCategory AverageFALNCategory AverageFALNCategory Average
Alpha 3.37 3.37 6.18 3.27 0 2.32
BETA 0.92 0.76 1.07 0.76 0 0.66
Mean Annual Return 0.16 0.2 0.52 0.34 0 0.33
R-squared 64.8 54.74 30.92 29.13 0 20.72
Standard Deviation 8.73 7.73 11.86 8.94 0 7.26
Sharpe Ratio -0.2 -0.14 0.32 0.21 0 0.34
Treynor Ratio -2.32 -1.69 2.98 2.17 0 3.63

Related Tickers