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iShares 7-10 Year Treasury Bond (IEF)

-NYSEArca
104.39 0.22(0.21%) Aug 21, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIEFCategory
Alpha (against Standard Index)-2.18N/A
Beta (against Standard Index)1.93N/A
Mean Annual Return0.30N/A
R-squared (against Standard Index)81.68N/A
Standard Deviation5.73N/A
Sharpe Ratio0.62N/A
5 Years
StatisticIEFCategory
Alpha (against Standard Index)-3.52N/A
Beta (against Standard Index)2.00N/A
Mean Annual Return0.44N/A
R-squared (against Standard Index)84.63N/A
Standard Deviation6.10N/A
Sharpe Ratio0.84N/A
10 Years
StatisticIEFCategory
Alpha (against Standard Index)-1.36N/A
Beta (against Standard Index)1.69N/A
Mean Annual Return0.47N/A
R-squared (against Standard Index)74.66N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio2.33N/A