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Market Vectors Indonesia ETF (IDX)

-NYSEArca
25.42 Up 0.26(1.03%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIDXCategory
Alpha (against Standard Index)-6.91N/A
Beta (against Standard Index)0.66N/A
Mean Annual Return-0.12N/A
R-squared (against Standard Index)22.31N/A
Standard Deviation18.44N/A
Sharpe Ratio-0.08N/A
5 Years
StatisticIDXCategory
Alpha (against Standard Index)4.12N/A
Beta (against Standard Index)0.80N/A
Mean Annual Return0.83N/A
R-squared (against Standard Index)38.36N/A
Standard Deviation21.32N/A
Sharpe Ratio0.46N/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