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    iShares S&P 500 Value (IVE)

    -NYSEArca
    105.98 Up 0.22(0.21%) Feb 23, 8:00PM EST
    |After Hours : 105.96 Down 0.02 (0.01%) Feb 23, 4:11PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIVECategory
    Alpha (against Standard Index)-0.29N/A
    Beta (against Standard Index)0.96N/A
    Mean Annual Return0.85N/A
    R-squared (against Standard Index)91.54N/A
    Standard Deviation10.51N/A
    Sharpe Ratio0.95N/A
    5 Years
    StatisticIVECategory
    Alpha (against Standard Index)-0.41N/A
    Beta (against Standard Index)1.00N/A
    Mean Annual Return1.11N/A
    R-squared (against Standard Index)93.46N/A
    Standard Deviation10.59N/A
    Sharpe Ratio1.25N/A
    10 Years
    StatisticIVECategory
    Alpha (against Standard Index)-1.87N/A
    Beta (against Standard Index)1.06N/A
    Mean Annual Return0.54N/A
    R-squared (against Standard Index)96.08N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.32N/A