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iPath Shiller CAPE ETN (CAPE)

ETF · Currency in USD · Last updated May 21, 2022

CAPE is a passive ETF by Barclays Capital tracking the investment results of the Shiller Barclays CAPE US Core Sector Index. CAPE launched on Oct 10, 2012 and has a 0.45% expense ratio.

ETF Info

  • ISINUS06742A6698
  • CUSIP06742A669
  • IssuerBarclays Capital
  • Inception DateOct 10, 2012
  • RegionNorth America (U.S.)
  • CategoryGlobal Equities
  • Expense Ratio0.45%
  • Index TrackedShiller Barclays CAPE US Core Sector Index
  • Asset ClassEquity
  • Asset Class Size

    Large-Cap
  • Asset Class Style

    Blend

Trading Data

  • Previous Close$19.01
  • Year Range$19.01 - $22.93
  • EMA (50)$21.10
  • EMA (200)$21.42
  • Average Volume$134.35K

CAPEShare Price Chart


Chart placeholderClick Calculate to get results

CAPEPerformance

The chart shows the growth of $10,000 invested in iPath Shiller CAPE ETN on Oct 12, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $37,764 for a total return of roughly 277.64%. All prices are adjusted for splits and dividends.


CAPE (iPath Shiller CAPE ETN)
Benchmark (^GSPC)

CAPEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-14.27%-11.18%
YTD-16.61%-18.16%
6M-15.23%-16.80%
1Y-5.60%-5.50%
5Y12.55%10.39%
10Y16.09%8.50%

CAPEMonthly Returns Heatmap


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CAPESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iPath Shiller CAPE ETN Sharpe ratio is -0.36. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


CAPE (iPath Shiller CAPE ETN)
Benchmark (^GSPC)

CAPEDividend History


iPath Shiller CAPE ETN doesn't pay dividends

CAPEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CAPE (iPath Shiller CAPE ETN)
Benchmark (^GSPC)

CAPEWorst Drawdowns

The table below shows the maximum drawdowns of the iPath Shiller CAPE ETN. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iPath Shiller CAPE ETN is 34.52%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.52%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-19.74%Oct 4, 201856Dec 24, 201875Apr 12, 2019131
-17.23%Jan 5, 202294May 19, 2022
-11.1%Jul 21, 201542Sep 29, 201515Nov 2, 201557
-10.1%Jan 30, 201843Apr 2, 201878Jul 25, 2018121
-9.55%Nov 3, 201565Feb 11, 201622Mar 16, 201687
-9.1%Sep 22, 201417Oct 15, 201412Oct 31, 201429
-8.02%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-7.27%Jul 30, 201919Aug 23, 201949Nov 1, 201968
-7.1%Apr 24, 201928Jun 3, 201913Jun 20, 201941

CAPEVolatility Chart

Current iPath Shiller CAPE ETN volatility is 44.61%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CAPE (iPath Shiller CAPE ETN)
Benchmark (^GSPC)

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