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iShares 7-10 Year Treasury Bond (IEF)

-NYSEArca
105.96 Down 0.29(0.27%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIEFCategory
Alpha (against Standard Index)-2.63N/A
Beta (against Standard Index)1.76N/A
Mean Annual Return0.14N/A
R-squared (against Standard Index)84.88N/A
Standard Deviation5.09N/A
Sharpe Ratio0.30N/A
5 Years
StatisticIEFCategory
Alpha (against Standard Index)-3.14N/A
Beta (against Standard Index)2.01N/A
Mean Annual Return0.42N/A
R-squared (against Standard Index)85.48N/A
Standard Deviation6.16N/A
Sharpe Ratio0.80N/A
10 Years
StatisticIEFCategory
Alpha (against Standard Index)-1.33N/A
Beta (against Standard Index)1.69N/A
Mean Annual Return0.45N/A
R-squared (against Standard Index)74.60N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio2.20N/A