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iShares MSCI South Korea Capped (EWY)

-NYSEArca
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Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEWYCategory
Alpha (against Standard Index)0.07N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.17N/A
R-squared (against Standard Index)60.87N/A
Standard Deviation17.05N/A
Sharpe Ratio0.12N/A
5 Years
StatisticEWYCategory
Alpha (against Standard Index)-2.42N/A
Beta (against Standard Index)1.06N/A
Mean Annual Return-0.09N/A
R-squared (against Standard Index)68.47N/A
Standard Deviation19.90N/A
Sharpe Ratio-0.06N/A
10 Years
StatisticEWYCategory
Alpha (against Standard Index)2.16N/A
Beta (against Standard Index)1.19N/A
Mean Annual Return0.54N/A
R-squared (against Standard Index)68.63N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio1.43N/A