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Tuesday, December 22, 2009, 5:16PM ET - U.S. Markets Closed. Dow Up 0.49% Nasdaq Up 0.67%
iShares Cohen & Steers Realty Majors (ICF)At 4:00PM ET: 53.33  Up 0.69 (1.31%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticICFCategory
Alpha (against Standard Index)-1.59-1.03
Beta (against Standard Index)1.741.66
Mean Annual Return-0.84-0.76
R-squared (against Standard Index)65.8967.04
Standard Deviation42.59N/A
Sharpe Ratio-0.29-0.28
5 Years
StatisticICFCategory
Alpha (against Standard Index)3.76N/A
Beta (against Standard Index)1.73N/A
Mean Annual Return0.43N/A
R-squared (against Standard Index)64.39N/A
Standard Deviation34.56N/A
Sharpe Ratio0.06N/A

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