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iShares PHLX Semiconductor (SOXX)

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114.95 Up 1.40(1.23%) Dec 2, 4:00PM EST

Risk as of Oct 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticSOXXCategory
Alpha (against Standard Index)14.779.46
Beta (against Standard Index)1.201.10
Mean Annual Return1.601.13
R-squared (against Standard Index)52.1763.20
Standard Deviation18.5415.69
Sharpe Ratio1.030.86
5 Years
StatisticSOXXCategory
Alpha (against Standard Index)8.56N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return1.51N/A
R-squared (against Standard Index)53.86N/A
Standard Deviation17.84N/A
Sharpe Ratio1.01N/A
10 Years
StatisticSOXXCategory
Alpha (against Standard Index)4.315.19
Beta (against Standard Index)1.101.04
Mean Annual Return0.83N/A
R-squared (against Standard Index)62.6072.67
Standard DeviationN/A20.82
Sharpe RatioN/AN/A
Treynor Ratio5.967.70