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iShares US Oil Equipment&Services (IEZ)

-NYSEArca
38.03 Down 0.04(0.11%) Jul 22, 4:00PM EDT

Risk as of Jun 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIEZCategory
Alpha (against Standard Index)-17.12N/A
Beta (against Standard Index)1.45N/A
Mean Annual Return-0.64N/A
R-squared (against Standard Index)39.98N/A
Standard Deviation27.03N/A
Sharpe Ratio-0.29N/A
5 Years
StatisticIEZCategory
Alpha (against Standard Index)-14.44N/A
Beta (against Standard Index)1.59N/A
Mean Annual Return-0.39N/A
R-squared (against Standard Index)54.83N/A
Standard Deviation29.05N/A
Sharpe Ratio-0.16N/A
10 Years
StatisticIEZCategory
Alpha (against Standard Index)-3.77N/A
Beta (against Standard Index)1.39N/A
Mean Annual Return0.31N/A
R-squared (against Standard Index)56.53N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio-1.69N/A