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iShares Core S&P Total US Stock Mkt (ITOT)

-NYSEArca
50.41 Up 0.02(0.04%) Dec 2, 8:00PM EST

Risk as of Oct 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticITOTCategory
Alpha (against Standard Index)-0.52N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return0.72N/A
R-squared (against Standard Index)99.41N/A
Standard Deviation10.89N/A
Sharpe Ratio0.78N/A
5 Years
StatisticITOTCategory
Alpha (against Standard Index)-0.35N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return1.09N/A
R-squared (against Standard Index)99.53N/A
Standard Deviation10.46N/A
Sharpe Ratio1.24N/A
10 Years
StatisticITOTCategory
Alpha (against Standard Index)-0.07N/A
Beta (against Standard Index)1.01N/A
Mean Annual Return0.64N/A
R-squared (against Standard Index)99.78N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.82N/A