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iShares MSCI South Korea Capped (EWY)

-NYSEArca
56.74 Down 0.09(0.16%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEWYCategory
Alpha (against Standard Index)-4.58N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return0.29N/A
R-squared (against Standard Index)62.23N/A
Standard Deviation16.05N/A
Sharpe Ratio0.21N/A
5 Years
StatisticEWYCategory
Alpha (against Standard Index)1.15N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return0.75N/A
R-squared (against Standard Index)68.69N/A
Standard Deviation21.42N/A
Sharpe Ratio0.42N/A
10 Years
StatisticEWYCategory
Alpha (against Standard Index)3.44N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return1.11N/A
R-squared (against Standard Index)69.07N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.58N/A