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iShares MSCI South Korea Capped (EWY)

-NYSEArca
67.36 Up 0.50(0.75%) Jul 30, 4:00PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEWYCategory
Alpha (against Standard Index)-3.92N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return0.30N/A
R-squared (against Standard Index)74.84N/A
Standard Deviation20.66N/A
Sharpe Ratio0.17N/A
5 Years
StatisticEWYCategory
Alpha (against Standard Index)2.45N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return1.34N/A
R-squared (against Standard Index)69.08N/A
Standard Deviation23.12N/A
Sharpe Ratio0.69N/A
10 Years
StatisticEWYCategory
Alpha (against Standard Index)3.86N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return1.25N/A
R-squared (against Standard Index)68.34N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.06N/A