iShares Bloomberg Roll Select Commodity Strategy (CMDY)

46.81 +0.39 (+0.84%) USD  |  NYSEARCA  |  Dec 20, 16:00
46.81 0.00 (0.00%) After-Hours: 20:00
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CMDY Monthly Value at Risk (VaR) 5% (Since Inception)

Monthly Value at Risk (VaR) 5% (Since Inception) Chart

View Monthly Value at Risk (VaR) 5% (Since Inception) for CMDY.
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Sep '18
Jan '19
May '19
 
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Historical Data

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Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years

View Monthly Value at Risk (VaR) 5% (Since Inception) Range, Past 5 Years
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Monthly Value at Risk (VaR) 5% (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
Harbor Commodity All-Weather Strategy ETF Upgrade
Invesco DB Commodity Index Tracking Fund Upgrade

Monthly Value at Risk (VaR) 5% (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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