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    iShares Morningstar Large-Cap Value (JKF)

    -NYSEArca
    88.69 Down 0.16(0.18%) 1:44PM EDT - Nasdaq Real Time Price

    Risk as of Jun 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticJKFCategory
    Alpha (against Standard Index)-1.44N/A
    Beta (against Standard Index)0.92N/A
    Mean Annual Return0.78N/A
    R-squared (against Standard Index)90.61N/A
    Standard Deviation10.87N/A
    Sharpe Ratio0.85N/A
    5 Years
    StatisticJKFCategory
    Alpha (against Standard Index)-1.45N/A
    Beta (against Standard Index)0.94N/A
    Mean Annual Return0.84N/A
    R-squared (against Standard Index)91.91N/A
    Standard Deviation11.89N/A
    Sharpe Ratio0.84N/A
    10 Years
    StatisticJKFCategory
    Alpha (against Standard Index)-2.07N/A
    Beta (against Standard Index)0.93N/A
    Mean Annual Return0.48N/A
    R-squared (against Standard Index)90.76N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.09N/A