COMT: iShares GSCI Commodity Dynamic Roll Strategy ETF
Performance
COMT +54.90%
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Summary
COMT at a glance
COMT returned +54.90% over the past year and +13.60% a year over five years. Its worst drop in that year was -17.57%, smaller than 31% of ETFs on Redstone, and its Sharpe ratio of 1.86 beats 96% of ETFs on Redstone. It yields 5.00%.
Current Drawdown
-1.88%
Rolling Volatility
+0.86%
Actions
Metrics
Risk Indicators
Alpha46.33%
Beta-0.54x
Sharpe1.86
Sortino2.81
Omega1.36
Calmar3.12
Martin6.93
Comparisons