iShares S&P 100 ETF (OEF)

335.17 +0.29 (+0.09%) USD  |  NYSEARCA  |  Mar 02, 16:00
335.17 0.00 (0.00%) After-Hours: 16:53
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OEF Alpha (3Y)

Alpha (3Y) Chart

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Sep '18
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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 (3Y) Range, Past 5 Years

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Alpha (3Y) Benchmarks

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Alpha (3Y) Related Metrics

Beta (3Y) Upgrade
Alpha (vs YCharts Benchmark) (3Y) Upgrade
Beta (vs YCharts Benchmark) (3Y) Upgrade
Annualized Standard Deviation of Monthly Returns (3Y Lookback) Upgrade
Historical Sharpe Ratio (3Y) Upgrade
Historical Sortino (3Y) Upgrade
Max Drawdown (3Y) Upgrade
Monthly Value at Risk (VaR) 5% (3Y Lookback) Upgrade