Convertible Arbitrage
Convertible Arbitrage | |
ETP Ticker | CWB |
Market Cap ($mm) | 1,077.3 |
Ann Expense (%) | 0.40 |
12-Month Return (%) | 8.79 |
r-Squared (r2) vs Hedge Fund Benchmark | 0.69 |
Beta (?) vs Hedge Fund Benchmark | 2.11 |
Alpha (?) vs Hedge Fund Benchmark | -0.06 |
r-Squared (r2) vs S&P 500 | 0.85 |
Beta (?) vs S&P 500 | 0.67 |
Alpha (?) vs S&P 500 | 0.00 |
Sharpe Ratio | 0.75 |