• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.16% Nasdaq Down0.09%

    iShares S&P Mid-Cap 400 Value (IJJ)

    -NYSEArca
    151.51 Down 0.47(0.31%) 8:00PM EST
    |After Hours : 151.51 0.00 (0.00%) 4:02PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIJJCategory
    Alpha (against Standard Index)-0.86N/A
    Beta (against Standard Index)1.10N/A
    Mean Annual Return0.92N/A
    R-squared (against Standard Index)73.08N/A
    Standard Deviation13.47N/A
    Sharpe Ratio0.81N/A
    5 Years
    StatisticIJJCategory
    Alpha (against Standard Index)-0.05N/A
    Beta (against Standard Index)1.06N/A
    Mean Annual Return1.22N/A
    R-squared (against Standard Index)76.43N/A
    Standard Deviation12.49N/A
    Sharpe Ratio1.16N/A
    10 Years
    StatisticIJJCategory
    Alpha (against Standard Index)0.54N/A
    Beta (against Standard Index)1.14N/A
    Mean Annual Return0.79N/A
    R-squared (against Standard Index)88.63N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.48N/A