BMO Covered Call US Banks ETF (ZWK.TO)
20.60
+0.15
(+0.73%)
CAD |
TSX |
Jun 18, 10:56
ZWK.TO Historical Sharpe Ratio (5Y)
Historical Sharpe Ratio (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Historical Sharpe Ratio (5Y) Data
Date | Value |
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May 31, 2024 | -- |
Date | Value |
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April 30, 2024 | -- |
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.