BMO S&P 500 Hedged to CAD Index ETF (ZUE.TO)

83.64 -0.02 (-0.02%) CAD  |  TSX  |  Dec 13, 16:00
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ZUE.TO Beta (Since Inception)

Beta (Since Inception) Chart

View Beta (Since Inception) for ZUE.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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Beta Definition

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Beta is a risk metric that measures the risk associated with a security in comparison to the risk associated with the market overall. A beta of 1 would signify that the beta is neutral with the market. A common use of beta is within the Capital Asset Pricing Model (CAPM), to find a security's expected return.

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Beta (Since Inception) Range, Past 5 Years

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Beta (Since Inception) Benchmarks

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Vanguard S&P 500 Index ETF(CAD-hedged) Upgrade
iShares Core S&P 500 Index ETF (CAD-Hedged) Upgrade
Global X S&P 500 CAD Hedged Index Corp Class ETF Upgrade
Vanguard US Total Market Index ETF Upgrade
BMO S&P 500 Index ETF Upgrade

Beta (Since Inception) Related Metrics

Alpha (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