Dow Up0.76% Nasdaq Up0.69%

iShares Europe (IEV)

-PCX
43.35 Up 0.20(0.46%) Oct 24, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIEVCategory
Alpha (against Standard Index)2.69N/A
Beta (against Standard Index)1.07N/A
Mean Annual Return1.31N/A
R-squared (against Standard Index)91.35N/A
Standard Deviation16.02N/A
Sharpe Ratio0.98N/A
5 Years
StatisticIEVCategory
Alpha (against Standard Index)0.16N/A
Beta (against Standard Index)1.12N/A
Mean Annual Return0.69N/A
R-squared (against Standard Index)93.42N/A
Standard Deviation19.03N/A
Sharpe Ratio0.43N/A
10 Years
StatisticIEVCategory
Alpha (against Standard Index)-0.64N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.68N/A
R-squared (against Standard Index)94.59N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio4.70N/A