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WisdomTree Australia Dividend ETF (AUSE)

-NYSEArca
55.65 0.35(0.62%) Nov 20, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticAUSECategory
Alpha (against Standard Index)-2.37N/A
Beta (against Standard Index)1.16N/A
Mean Annual Return0.61N/A
R-squared (against Standard Index)65.52N/A
Standard Deviation19.03N/A
Sharpe Ratio0.38N/A
5 Years
StatisticAUSECategory
Alpha (against Standard Index)-0.01N/A
Beta (against Standard Index)1.20N/A
Mean Annual Return0.73N/A
R-squared (against Standard Index)80.42N/A
Standard Deviation22.08N/A
Sharpe Ratio0.39N/A
10 Years
StatisticAUSECategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A