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    iShares US Basic Materials (IYM)

    -NYSEArca
    80.52 Up 0.36(0.45%) 4:00PM EDT

    Risk as of Jul 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIYMCategory
    Alpha (against Standard Index)-1.00N/A
    Beta (against Standard Index)1.32N/A
    Mean Annual Return0.61N/A
    R-squared (against Standard Index)75.00N/A
    Standard Deviation17.86N/A
    Sharpe Ratio0.41N/A
    5 Years
    StatisticIYMCategory
    Alpha (against Standard Index)-5.10N/A
    Beta (against Standard Index)1.37N/A
    Mean Annual Return0.41N/A
    R-squared (against Standard Index)78.50N/A
    Standard Deviation21.00N/A
    Sharpe Ratio0.23N/A
    10 Years
    StatisticIYMCategory
    Alpha (against Standard Index)1.43N/A
    Beta (against Standard Index)1.32N/A
    Mean Annual Return0.75N/A
    R-squared (against Standard Index)81.96N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio3.92N/A