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iShares US Industrials (IYJ)

-NYSEArca
115.13 Down 0.22(0.19%) Aug 30, 3:59PM EDT

Risk as of Jul 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIYJCategory
Alpha (against Standard Index)4.53N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.90N/A
R-squared (against Standard Index)83.31N/A
Standard Deviation12.70N/A
Sharpe Ratio0.84N/A
5 Years
StatisticIYJCategory
Alpha (against Standard Index)6.47N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return1.14N/A
R-squared (against Standard Index)84.09N/A
Standard Deviation14.48N/A
Sharpe Ratio0.94N/A
10 Years
StatisticIYJCategory
Alpha (against Standard Index)3.87N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return0.84N/A
R-squared (against Standard Index)85.15N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.32N/A