CMDT Beta (Since Inception) Trends

PIMCO Commodity Strategy Active ETF (CMDT)

25.68 -0.33 (-1.27%) USD | NYSEARCA | Dec 18, 16:00

Beta (Since Inception) Chart

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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 (Since Inception) Range, Past 5 Years

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Beta (Since Inception) Benchmarks

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United States Commodity Index Fund	Upgrade
abrdn Bloomberg All Cmdty Lngr Dtd Strt K-1 Fr ETF	Upgrade
Direxion Auspice Broad Commodity Strategy ETF	Upgrade
iShares Bloomberg Roll Select Commodity Strategy	Upgrade
WisdomTree Enhanced Commodity Strategy Fund	Upgrade

Beta (Since Inception) Related Metrics

Alpha (Since Inception)	Upgrade
Alpha (vs YCharts Benchmark) (Since Inception)	Upgrade
Beta (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