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    iShares China Large-Cap (FXI)

    -NYSEArca
    38.46 Down 0.28(0.72%) Feb 17, 4:00PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXICategory
    Alpha (against Standard Index)4.715.99
    Beta (against Standard Index)1.191.26
    Mean Annual Return0.560.42
    R-squared (against Standard Index)47.6149.26
    Standard Deviation21.6823.10
    Sharpe Ratio0.300.21
    5 Years
    StatisticFXICategory
    Alpha (against Standard Index)-1.78N/A
    Beta (against Standard Index)1.10N/A
    Mean Annual Return0.32N/A
    R-squared (against Standard Index)48.52N/A
    Standard Deviation20.72N/A
    Sharpe Ratio0.18N/A
    10 Years
    StatisticFXICategory
    Alpha (against Standard Index)3.335.72
    Beta (against Standard Index)1.131.09
    Mean Annual Return0.57N/A
    R-squared (against Standard Index)59.7565.97
    Standard DeviationN/A25.87
    Sharpe RatioN/AN/A
    Treynor Ratio1.924.96