Trending Down-0.89 (-3.97%)
  • Bid / Lots
    ---/ ---
  • Ask / Lots
    ---/ ---
  • Open / Previous Close
    21.44 / 22.33
  • Day Range
    Low 21.44
    High 21.44
  • 52 Week Range
    Low 20.62
    High 27.46
  • Volume
    below average
  • Overall Morningstar Rating
    Please Note: Not Ratedout of 460 funds

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Search Criteria - - - Stocks (0)

With the Performance and Risk feature, you can quickly track an ETF’s performance over a variety of time horizons. You can also measure the risk and return of the fund compared with the fund category, and access a trailing returns analysis over multiple time periods.

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Performance Over Multiple Time Horizons

Performance Chart. See accessible table below
Performance Over Time Table
3 Months6 Months3 Years5 Years10 Years
Category Avg
Total Funds
As of 2023-02-28
All periods greater than 1-Year are annualized.

Trailing Returns Analysis

Bar Graph. See accessible table below
Trailing Returns analysis accessibility chart
Observation PeriodTrailing Return
The chart shows how frequently the fund’s 3-month return is positive or negative, since inception. Each bar is an observation period (the fund’s return for the previous 3-month, at month’s end). How are observation periods calculated?Hit tab for explanation
The trailing period’s return is calculated at the end of each month. The trailing period could be trailing 3 months, or trailing 1, 3, or 5 year returns. This is designed to give an idea of consistency as well as fund performance during previous market conditions.
3 Month Returns Best/Worst Table
Best/Worst PeriodsReturnPeriod
Best 3 Month Return
October 2022 - January 2023
Worst 3 Month Return
July 2022 - October 2022
As of 2023-02-28

Risk & Return

Risk vs Category---
Return vs Category---
3-Year Average. As of 2023-02-28

Risk Measures

The risk measures below are calculated using the weighted average of the fund's equity holdings.
Risk Measures for 1 Year
Risk MeasureBYRECategory Avg
Beta is a measure of sensitivity of fund performance relative to changes in benchmark performance. A fund with a beta of 1.0 has tended to experience up and down movements of roughly the same magnitude as the benchmark, and a beta of 1.2 means that the movement of the fund is 1.2 times that of the benchmark. A higher beta means higher risk associated with the benchmark. When markets are trending up, high betas imply high returns, since a beta above 1.0 amplifies the market's movements. Confidence in beta must be qualified by an r-squared that approaches one.
A statistical measure of the variation from an expected value. As it goes up, volatility increases making an investment riskier. This is an historical metric relating previous volatility to future performance.
In performance terms alpha, also referred to as Jensen’s alpha, refers to the difference between an asset's actual return over a specified period versus the expected return using its volatility relative to the market as measured by the beta coefficient. Since some market theorists equate relative volatility with risk, the alpha coefficient is sometimes referred to as risk-adjusted return. A higher alpha is better than a lower alpha since it indicates added value for a given level of risk. A positive alpha figure also indicates that the fund has performed better than its beta would predict. A negative alpha indicates a fund has underperformed, given the expectations established by the fund's beta. However, confidence in alpha must be qualified by the strength of r-squared in the beta calculation. Confidence in alpha increases as the r-squared value approaches one.
Developed by William F. Sharpe, the Sharpe ratio is a risk-adjusted measure of performance, also known as the reward-to-volatility ratio. It demonstrates whether portfolio returns were due to skillful investment selection or excessive risk. It is calculated as the average sub period excess return divided by the standard deviation of sub period excess returns over a given period. Sub period excess return is the difference between the investment return and the risk-free return for a sub period. A higher Sharpe ratio means better fund performance relative to the risk-free rate on a risk-adjusted basis.
R-squared is a measure of the strength of linear relationship between fund performance and benchmark performance. It is the percentage of variability in fund performance explained by benchmark performance. R-squared ranges from 0 to 1, where 0 means no linear relationship and 1 means a perfect linear relationship. A higher r-squared indicates more reliable regression estimates such as alpha and beta.
As of 2023-02-28