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iShares Morningstar Small-Cap (JKJ)

-NYSEArca
143.68 Down 0.46(0.32%) 10:34AM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJKJCategory
Alpha (against Standard Index)-1.66N/A
Beta (against Standard Index)1.03N/A
Mean Annual Return0.91N/A
R-squared (against Standard Index)69.64N/A
Standard Deviation13.47N/A
Sharpe Ratio0.81N/A
5 Years
StatisticJKJCategory
Alpha (against Standard Index)-3.36N/A
Beta (against Standard Index)1.18N/A
Mean Annual Return1.14N/A
R-squared (against Standard Index)80.37N/A
Standard Deviation15.44N/A
Sharpe Ratio0.88N/A
10 Years
StatisticJKJCategory
Alpha (against Standard Index)-0.76N/A
Beta (against Standard Index)1.23N/A
Mean Annual Return0.78N/A
R-squared (against Standard Index)85.41N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.47N/A