United States Copper Index Fund (CPER)

34.22 -1.59 (-4.44%) USD  |  NYSEARCA  |  Dec 29, 16:00
34.12 -0.10 (-0.29%) After-Hours: 17:50
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CPER Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) 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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Historical Sharpe Ratio Definition

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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 (5Y) Range, Past 5 Years

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Historical Sharpe Ratio (5Y) Benchmarks

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Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y) Upgrade
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Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade