NYSEArca - Delayed Quote USD
iPath Shiller CAPE ETN (CAPD)
19.37
0.00
(0.00%)
At close: June 12 at 9:41:20 AM EDT
ETF Summary
The index seeks to provide a notional long exposure to the top four relatively undervalued U.S. equity sectors that also exhibit relatively strong price momentum. It incorporates the CAPE (Cyclically Adjusted Price Earnings) ratio to assess equity market valuations of nine sectors on a monthly basis and to identify the relatively undervalued sectors represented in the S&P 500®.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
| YTD Return | 0.00% |
| 5y Average Return | 13.10% |
| Rank in Category (ytd) | -- |
| % Rank in Category (ytd) | -- |
| Beta (5Y Monthly) | 0.98 |
| Morningstar Risk Rating | -- |
Risk Statistics
| 3 Years | 5 Years | 10 Years | ||||
|---|---|---|---|---|---|---|
| CAPD | Category Average | CAPD | Category Average | CAPD | Category Average | |
| Alpha | 2.02 | -4.45 | 1.56 | -0.43 | 0 | -2.88 |
| BETA | 0.98 | 0.87 | 1 | 0.85 | 0 | 0.93 |
| Mean Annual Return | 0.98 | 0.76 | 1 | 1.15 | 0 | 0.81 |
| R-squared | 95.96 | 78.57 | 96.49 | 76.31 | 0 | 82.56 |
| Standard Deviation | 20.38 | 16.4 | 18.32 | 15.77 | 0 | 15.82 |
| Sharpe Ratio | 0.24 | 0.27 | 0.4 | 0.69 | 0 | 0.48 |
| Treynor Ratio | 9.7 | 4.11 | 9.7 | 12.14 | 0 | 6.89 |
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