BNY Mellon US Large Cap Equity Growth ETF (BKLG)

25.39 -0.15 (-0.58%) USD  |  NYSEARCA  |  Aug 24, 16:00
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BKLG Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for BKLG.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Historical Sharpe Ratio (Since Inception) Data

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Date Value

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

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Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

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Historical Sharpe Ratio (Since Inception) Benchmarks

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Global X US 500 ETF --

Historical Sharpe Ratio (Since Inception) Related Metrics

Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade