NasdaqGM - Nasdaq Real Time Price USD

iShares GNMA Bond ETF (GNMA)

43.83
+0.23
+(0.53%)
As of 3:13:03 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 to-be-announced transactions (“TBAs”) that have economic characteristics that are substantially identical to the economic characteristics of the component securities of the underlying index. The underlying index includes fixed-rate MBS issued by GNMA that have 30- or 15-year maturities. The index measures the performance of mortgage-backed pass-through securities issued by GNMA.

Risk Overview

Performance & Risk

YTD Return 2.28%
5y Average Return -0.57%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.06
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
GNMACategory AverageGNMACategory AverageGNMACategory Average
Alpha 0.54 -0.47 0.09 -0.49 -0.6 -0.73
BETA 1.06 0.94 0.96 0.89 0.89 0.87
Mean Annual Return 0.01 -0.03 -0.01 -0.04 0.09 0.08
R-squared 98.04 96.96 89.54 90.18 86.1 88.56
Standard Deviation 8.32 7.5 6.5 5.99 4.81 4.63
Sharpe Ratio -0.52 -0.66 -0.44 -0.54 -0.18 -0.22
Treynor Ratio -4.44 -5.53 -3.16 -3.85 -1.12 -1.29

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