iPath® CBOE S&P 500 BuyWrite ETN (BWVTF)

105.00 0.00 (0.00%) USD  |  OTCM  |  Dec 26, 16:00
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BWVTF Alpha (vs YCharts Benchmark) (5Y)

Alpha (vs YCharts Benchmark) (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Alpha Definition

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Alpha measures the excess return that a security provides. Alpha can be measured by taking Risk Adjusted Security Return - Beta*(Risk Adjusted Market Return). This formula will return the outperformance that the security provides. Alpha is an important metric for active investing, where investors look for outperforming a particular benchmark.

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Alpha (vs YCharts Benchmark) (5Y) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (5Y) Benchmarks

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Global X S&P 500 Covered Call ETF Upgrade
Global X Russell 2000 Covered Call & Growth ETF --
Global X Nasdaq 100 ESG Covered Call ETF --
Global X S&P 500 ESG Covered Call ETF --
Global X Dow 30 Covered Call & Growth ETF --

Alpha (vs YCharts Benchmark) (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade