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    iShares MSCI Japan (EWJ)

    -NYSEArca
    13.28 Down 0.03(0.19%) May 22, 4:00PM EDT

    Risk as of Apr 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticEWJCategory
    Alpha (against Standard Index)5.18N/A
    Beta (against Standard Index)0.70N/A
    Mean Annual Return0.97N/A
    R-squared (against Standard Index)47.60N/A
    Standard Deviation12.79N/A
    Sharpe Ratio0.90N/A
    5 Years
    StatisticEWJCategory
    Alpha (against Standard Index)2.79N/A
    Beta (against Standard Index)0.57N/A
    Mean Annual Return0.58N/A
    R-squared (against Standard Index)45.22N/A
    Standard Deviation13.77N/A
    Sharpe Ratio0.50N/A
    10 Years
    StatisticEWJCategory
    Alpha (against Standard Index)-0.79N/A
    Beta (against Standard Index)0.64N/A
    Mean Annual Return0.40N/A
    R-squared (against Standard Index)60.96N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio3.46N/A