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    More On XIU.TO


    iShares S&P/TSX 60 Index ETF (XIU.TO)

    -Toronto
    21.40 Down 0.09(0.44%) 3:59PM EDT

    Risk as of Aug 30, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXIU.TOCategory
    Alpha (against Standard Index)0.570.62
    Beta (against Standard Index)0.960.90
    Mean Annual Return0.700.67
    R-squared (against Standard Index)97.7182.05
    Standard Deviation8.418.66
    Sharpe Ratio0.920.88
    5 Years
    StatisticXIU.TOCategory
    Alpha (against Standard Index)0.46N/A
    Beta (against Standard Index)0.96N/A
    Mean Annual Return0.54N/A
    R-squared (against Standard Index)98.32N/A
    Standard Deviation9.38N/A
    Sharpe Ratio0.60N/A
    10 Years
    StatisticXIU.TOCategory
    Alpha (against Standard Index)0.08-0.18
    Beta (against Standard Index)0.980.95
    Mean Annual Return0.48N/A
    R-squared (against Standard Index)98.7190.48
    Standard DeviationN/A13.58
    Sharpe RatioN/AN/A
    Treynor Ratio3.583.33