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Market Vectors Indonesia ETF (IDX)

-NYSEArca
25.21 0.18(0.72%) Oct 21, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIDXCategory
Alpha (against Standard Index)-6.97N/A
Beta (against Standard Index)0.72N/A
Mean Annual Return0.15N/A
R-squared (against Standard Index)28.46N/A
Standard Deviation19.31N/A
Sharpe Ratio0.09N/A
5 Years
StatisticIDXCategory
Alpha (against Standard Index)3.11N/A
Beta (against Standard Index)0.81N/A
Mean Annual Return0.75N/A
R-squared (against Standard Index)38.48N/A
Standard Deviation21.46N/A
Sharpe Ratio0.41N/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