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iShares MSCI Mexico Investable Mkt Idx (EWW)
On
Dec 24
:
50.38
0.27
(0.54%)
MORE ON EWW
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
EWW
Category
Alpha (against Standard Index)
10.84
23.44
Beta (against Standard Index)
1.18
1.30
Mean Annual Return
0.60
1.60
R-squared (against Standard Index)
77.61
76.92
Standard Deviation
32.19
N/A
Sharpe Ratio
0.15
0.46
5 Years
Statistic
EWW
Category
Alpha (against Standard Index)
13.86
N/A
Beta (against Standard Index)
1.23
N/A
Mean Annual Return
1.72
N/A
R-squared (against Standard Index)
73.14
N/A
Standard Deviation
28.27
N/A
Sharpe Ratio
0.63
N/A
10 Years
Statistic
EWW
Category
Alpha (against Standard Index)
12.96
12.96
Beta (against Standard Index)
1.18
1.18
Mean Annual Return
N/A
N/A
R-squared (against Standard Index)
64.03
64.03
Standard Deviation
N/A
N/A
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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