ZJG.TO Alpha (vs YCharts Benchmark) (Since Inception) Insights

BMO Junior Gold Index ETF (ZJG.TO)

93.24 +1.37 (+1.49%) CAD | TSX | Dec 20, 15:04

Alpha (vs YCharts Benchmark) (Since Inception) 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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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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BMO Equal Weight Global Gold Index ETF	Upgrade
Global X Gold Producer Equity Covered Call ETF	Upgrade
iShares S&P/TSX Global Gold Index ETF	Upgrade
Harvest Global Gold Giants Index ETF	Upgrade
Hamilton Gold Producer Yield Maximizer	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