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iShares iBoxx $ High Yield Corporate Bd (HYG)

-NYSEArca
92.01 Up 0.12(0.13%) Nov 26, 4:00PM EST
|After Hours : 92.05 Up 0.04 (0.04%) Nov 26, 7:01PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticHYGCategory
Alpha (against Standard Index)4.93N/A
Beta (against Standard Index)1.11N/A
Mean Annual Return0.66N/A
R-squared (against Standard Index)29.49N/A
Standard Deviation5.54N/A
Sharpe Ratio1.43N/A
5 Years
StatisticHYGCategory
Alpha (against Standard Index)7.73N/A
Beta (against Standard Index)0.30N/A
Mean Annual Return0.75N/A
R-squared (against Standard Index)1.45N/A
Standard Deviation7.02N/A
Sharpe Ratio1.28N/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