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    iShares MSCI Japan (EWJ)

    -NYSEArca
    11.85 Up 0.02(0.17%) Jul 27, 4:00PM EDT
    |After Hours : 11.90 Up 0.05 (0.42%) Jul 27, 5:58PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticEWJCategory
    Alpha (against Standard Index)1.53N/A
    Beta (against Standard Index)0.82N/A
    Mean Annual Return0.27N/A
    R-squared (against Standard Index)65.43N/A
    Standard Deviation13.35N/A
    Sharpe Ratio0.23N/A
    5 Years
    StatisticEWJCategory
    Alpha (against Standard Index)3.76N/A
    Beta (against Standard Index)0.66N/A
    Mean Annual Return0.39N/A
    R-squared (against Standard Index)53.54N/A
    Standard Deviation14.06N/A
    Sharpe Ratio0.32N/A
    10 Years
    StatisticEWJCategory
    Alpha (against Standard Index)-1.84N/A
    Beta (against Standard Index)0.65N/A
    Mean Annual Return0.08N/A
    R-squared (against Standard Index)63.21N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio-1.95N/A