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Market Vectors Indonesia ETF (IDX)

-NYSEArca
26.05 0.28(1.09%) Sep 18, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIDXCategory
Alpha (against Standard Index)-10.12N/A
Beta (against Standard Index)0.83N/A
Mean Annual Return-0.15N/A
R-squared (against Standard Index)37.42N/A
Standard Deviation21.11N/A
Sharpe Ratio-0.09N/A
5 Years
StatisticIDXCategory
Alpha (against Standard Index)4.43N/A
Beta (against Standard Index)0.83N/A
Mean Annual Return1.01N/A
R-squared (against Standard Index)38.65N/A
Standard Deviation21.80N/A
Sharpe Ratio0.55N/A
10 Years
StatisticIDXCategory
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