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    iShares Russell 2000 (IWM)

    -NYSEArca
    121.07 Up 0.24(0.20%) Jul 29, 4:00PM EDT
    |After Hours : 121.37 Up 0.30 (0.25%) Jul 29, 7:58PM EDT

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-4.89N/A
    Beta (against Standard Index)1.11N/A
    Mean Annual Return0.67N/A
    R-squared (against Standard Index)67.20N/A
    Standard Deviation15.22N/A
    Sharpe Ratio0.52N/A
    5 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-5.39N/A
    Beta (against Standard Index)1.22N/A
    Mean Annual Return0.79N/A
    R-squared (against Standard Index)79.29N/A
    Standard Deviation16.56N/A
    Sharpe Ratio0.57N/A
    10 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-1.74N/A
    Beta (against Standard Index)1.19N/A
    Mean Annual Return0.67N/A
    R-squared (against Standard Index)84.41N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.43N/A