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iShares 7-10 Year Treasury Bond (IEF)

-NYSEArca
105.78 Up 0.18(0.17%) Nov 26, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIEFCategory
Alpha (against Standard Index)-2.13N/A
Beta (against Standard Index)1.75N/A
Mean Annual Return0.22N/A
R-squared (against Standard Index)87.37N/A
Standard Deviation5.07N/A
Sharpe Ratio0.50N/A
5 Years
StatisticIEFCategory
Alpha (against Standard Index)-3.00N/A
Beta (against Standard Index)2.01N/A
Mean Annual Return0.44N/A
R-squared (against Standard Index)85.93N/A
Standard Deviation6.18N/A
Sharpe Ratio0.85N/A
10 Years
StatisticIEFCategory
Alpha (against Standard Index)-1.30N/A
Beta (against Standard Index)1.69N/A
Mean Annual Return0.45N/A
R-squared (against Standard Index)74.70N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio2.24N/A