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iShares Cohen & Steers Realty Majors (ICF)
At
4:00PM ET
:
53.33
0.69
(1.31%)
MORE ON ICF
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ICF
Category
Alpha (against Standard Index)
-1.59
-1.03
Beta (against Standard Index)
1.74
1.66
Mean Annual Return
-0.84
-0.76
R-squared (against Standard Index)
65.89
67.04
Standard Deviation
42.59
N/A
Sharpe Ratio
-0.29
-0.28
5 Years
Statistic
ICF
Category
Alpha (against Standard Index)
3.76
N/A
Beta (against Standard Index)
1.73
N/A
Mean Annual Return
0.43
N/A
R-squared (against Standard Index)
64.39
N/A
Standard Deviation
34.56
N/A
Sharpe Ratio
0.06
N/A
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