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iShares MSCI Brazil Capped (EWZ)

-NYSEArca
41.85 Down 1.40(3.24%) Nov 28, 1:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticEWZCategory
Alpha (against Standard Index)-18.17N/A
Beta (against Standard Index)1.48N/A
Mean Annual Return-0.49N/A
R-squared (against Standard Index)58.62N/A
Standard Deviation25.57N/A
Sharpe Ratio-0.23N/A
5 Years
StatisticEWZCategory
Alpha (against Standard Index)-11.77N/A
Beta (against Standard Index)1.38N/A
Mean Annual Return-0.15N/A
R-squared (against Standard Index)69.20N/A
Standard Deviation27.34N/A
Sharpe Ratio-0.07N/A
10 Years
StatisticEWZCategory
Alpha (against Standard Index)5.85N/A
Beta (against Standard Index)1.45N/A
Mean Annual Return1.43N/A
R-squared (against Standard Index)70.05N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.38N/A