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    iShares China Large-Cap (FXI)

    -NYSEArca
    28.44 Down 0.63(2.17%) Feb 11, 4:00PM EST
    |After Hours : 28.64 Up 0.20 (0.70%) Feb 11, 5:39PM EST

    Risk as of Dec 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticFXICategory
    Alpha (against Standard Index)-1.211.27
    Beta (against Standard Index)1.121.16
    Mean Annual Return0.11-0.03
    R-squared (against Standard Index)43.5745.83
    Standard Deviation20.9222.70
    Sharpe Ratio0.06-0.04
    5 Years
    StatisticFXICategory
    Alpha (against Standard Index)-1.17N/A
    Beta (against Standard Index)1.16N/A
    Mean Annual Return0.11N/A
    R-squared (against Standard Index)57.32N/A
    Standard Deviation22.98N/A
    Sharpe Ratio0.06N/A
    10 Years
    StatisticFXICategory
    Alpha (against Standard Index)6.454.97
    Beta (against Standard Index)1.151.09
    Mean Annual Return0.98N/A
    R-squared (against Standard Index)58.4766.06
    Standard DeviationN/A25.76
    Sharpe RatioN/AN/A
    Treynor Ratio5.813.73