WisdomTree Yield Enh US S-T Aggt Bd ETF (SHAG)

47.40 -0.04 (-0.08%) USD  |  BATS  |  Jun 24, 16:00
47.40 0.00 (0.00%) After-Hours: 20:00

SHAG Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for SHAG.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (5Y) Data

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Date Value
May 31, 2022 --

Historical Sharpe Ratio Definition

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.

Read full definition.

Historical Sharpe Ratio (5Y) Range, Past 5 Years

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Minimum
May 2022
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Maximum
May 2022
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Average
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Median
May 2022

Historical Sharpe Ratio (5Y) Benchmarks

JPMorgan BetaBldrs 1-5 Yr US Aggt Bd ETF --
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Historical Sharpe Ratio (5Y) Related Metrics

Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sortino (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade