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iShares MSCI Canada (EWC)

-NYSEArca
30.45 0.24(0.78%) Oct 1, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEWCCategory
Alpha (against Standard Index)-2.50N/A
Beta (against Standard Index)0.91N/A
Mean Annual Return0.56N/A
R-squared (against Standard Index)82.96N/A
Standard Deviation15.66N/A
Sharpe Ratio0.43N/A
5 Years
StatisticEWCCategory
Alpha (against Standard Index)1.86N/A
Beta (against Standard Index)0.88N/A
Mean Annual Return0.83N/A
R-squared (against Standard Index)76.83N/A
Standard Deviation16.49N/A
Sharpe Ratio0.60N/A
10 Years
StatisticEWCCategory
Alpha (against Standard Index)2.88N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.03N/A
R-squared (against Standard Index)78.78N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.93N/A