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
Risk Overview Information Not Available
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 | ||||
---|---|---|---|---|---|---|
GNMA | Category Average | GNMA | Category Average | GNMA | Category 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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