BMO Mid Federal Bond ETF (ZFM.TO)

14.80 -0.07 (-0.47%) CAD  |  TSX  |  Dec 11, 14:54
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ZFM.TO Alpha (vs YCharts Benchmark) (Since Inception)

Alpha (vs YCharts Benchmark) (Since Inception) Chart

View Alpha (vs YCharts Benchmark) (Since Inception) for ZFM.TO.
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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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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 (vs YCharts Benchmark) (Since Inception) Range, Past 5 Years

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Alpha (vs YCharts Benchmark) (Since Inception) Benchmarks

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iShares Core Canadian Government Bd ETF Upgrade
Desjardins Canadian Universe Bond ETF Upgrade
BMO Government Bond ETF Upgrade
Vanguard Canadian Government Bond ETF Upgrade
iShares ESG Aware Canadian Aggt Bd ETF Upgrade

Alpha (vs YCharts Benchmark) (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (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