PIMCO 25+ Year Zero Coupon US Treasury Index ETF (ZROZ)

70.85 +0.13 (+0.18%) USD  |  NYSEARCA  |  Dec 20, 16:00
71.00 +0.15 (+0.21%) After-Hours: 20:00
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ZROZ Alpha (Since Inception)

Alpha (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 (Since Inception) Range, Past 5 Years

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Alpha (Since Inception) Benchmarks

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iShares 25+ Year Treasury STRIPS Bond ETF Upgrade
Vanguard Extended Duration Treasury Index Fd ETF Upgrade
SPDR Portfolio Long Term Treasury ETF Upgrade
iShares 10-20 Year Treasury Bond ETF Upgrade
iShares 20+ Year Treasury Bond ETF Upgrade

Alpha (Since Inception) Related Metrics

Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (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