Dow Up0.05% Nasdaq Down0.18%

iShares US Utilities (IDU)

-NYSEArca
122.85 Down 0.47(0.38%) 4:00PM EDT

Risk as of Apr 29, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIDUCategory
Alpha (against Standard Index)8.47N/A
Beta (against Standard Index)0.28N/A
Mean Annual Return0.84N/A
R-squared (against Standard Index)5.61N/A
Standard Deviation14.14N/A
Sharpe Ratio0.71N/A
5 Years
StatisticIDUCategory
Alpha (against Standard Index)10.79N/A
Beta (against Standard Index)0.21N/A
Mean Annual Return1.00N/A
R-squared (against Standard Index)5.18N/A
Standard Deviation12.34N/A
Sharpe Ratio0.97N/A
10 Years
StatisticIDUCategory
Alpha (against Standard Index)5.99N/A
Beta (against Standard Index)0.45N/A
Mean Annual Return0.75N/A
R-squared (against Standard Index)31.14N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio16.02N/A