BDVL: iShares Disciplined Volatility Equity Active ETF
Performance
BDVL +9.80%
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Summary
BDVL at a glance
BDVL returned +9.80% over the past year. Its worst drop in that year was -7.71%, smaller than 72% of ETFs on Redstone, and its Sharpe ratio of 0.58 beats 64% of ETFs on Redstone. It yields 2.61%.
Current Drawdown
-1.82%
Rolling Volatility
+0.41%
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Metrics
Risk Indicators
Alpha0.39%
Beta0.61x
Sharpe0.58
Sortino0.84
Omega1.10
Calmar1.27
Martin2.80
Comparisons