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    iShares Russell 2000 (IWM)

    -NYSEArca
    138.65 Down 0.10(0.07%) Feb 24, 4:00PM EST
    |After Hours : 138.65 0.00 (0.00%) Feb 24, 7:39PM EST

    Risk as of Jan 30, 2017Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-4.14N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.74N/A
    R-squared (against Standard Index)63.01N/A
    Standard Deviation15.85N/A
    Sharpe Ratio0.55N/A
    5 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-2.51N/A
    Beta (against Standard Index)1.15N/A
    Mean Annual Return1.11N/A
    R-squared (against Standard Index)67.85N/A
    Standard Deviation14.37N/A
    Sharpe Ratio0.92N/A
    10 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-0.63N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.73N/A
    R-squared (against Standard Index)83.95N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.24N/A