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iShares MSCI Japan (EWJ)

-NYSEArca
11.72 Down 0.10(0.85%) 4:00PM EDT
|After Hours : 11.72 0.00 (0.00%) 4:49PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEWJCategory
Alpha (against Standard Index)3.52N/A
Beta (against Standard Index)0.52N/A
Mean Annual Return0.74N/A
R-squared (against Standard Index)38.24N/A
Standard Deviation13.22N/A
Sharpe Ratio0.66N/A
5 Years
StatisticEWJCategory
Alpha (against Standard Index)0.52N/A
Beta (against Standard Index)0.53N/A
Mean Annual Return0.46N/A
R-squared (against Standard Index)40.80N/A
Standard Deviation13.66N/A
Sharpe Ratio0.39N/A
10 Years
StatisticEWJCategory
Alpha (against Standard Index)-2.41N/A
Beta (against Standard Index)0.65N/A
Mean Annual Return0.36N/A
R-squared (against Standard Index)61.38N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio2.37N/A