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iShares iBoxx $ High Yield Corporate Bd (HYG)

-NYSEArca
91.55 0.59(0.65%) Sep 30, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHYGCategory
Alpha (against Standard Index)6.91N/A
Beta (against Standard Index)0.86N/A
Mean Annual Return0.79N/A
R-squared (against Standard Index)10.68N/A
Standard Deviation6.90N/A
Sharpe Ratio1.36N/A
5 Years
StatisticHYGCategory
Alpha (against Standard Index)9.16N/A
Beta (against Standard Index)0.30N/A
Mean Annual Return0.88N/A
R-squared (against Standard Index)1.33N/A
Standard Deviation7.24N/A
Sharpe Ratio1.44N/A
10 Years
StatisticHYGCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A