iShares US Fundamental Index ETF (CLU.NO)

55.76 -0.22 (-0.39%) CAD  |  NEO  |  Dec 16, 15:47
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CLU.NO Beta (vs YCharts Benchmark) (Since Inception)

Beta (vs YCharts Benchmark) (Since Inception) Chart

View Beta (vs YCharts Benchmark) (Since Inception) for CLU.NO.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Beta Definition

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Beta is a risk metric that measures the risk associated with a security in comparison to the risk associated with the market overall. A beta of 1 would signify that the beta is neutral with the market. A common use of beta is within the Capital Asset Pricing Model (CAPM), to find a security's expected return.

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Beta (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years

View Beta (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years
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Beta (vs YCharts Benchmark) (Since Inception) Benchmarks

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Invesco FTSE RAFI U.S. Index ETF - CAD hedged Upgrade
Invesco S&P 500 Low Volatility Index ETF Hedged Upgrade
iShares US Fundamental Index ETF (Non-Hedged) Upgrade
Invesco FTSE RAFI U.S. Index ETF II Upgrade
BMO MSCI USA Value Index ETF Upgrade

Beta (vs YCharts Benchmark) (Since Inception) Related Metrics

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