Dow Down0.02% Nasdaq Up0.07%

iShares Europe (IEV)

-NYSEArca
45.10 0.16(0.36%) Nov 25, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIEVCategory
Alpha (against Standard Index)1.91N/A
Beta (against Standard Index)1.06N/A
Mean Annual Return0.90N/A
R-squared (against Standard Index)89.46N/A
Standard Deviation14.88N/A
Sharpe Ratio0.72N/A
5 Years
StatisticIEVCategory
Alpha (against Standard Index)-0.24N/A
Beta (against Standard Index)1.12N/A
Mean Annual Return0.66N/A
R-squared (against Standard Index)93.30N/A
Standard Deviation19.07N/A
Sharpe Ratio0.41N/A
10 Years
StatisticIEVCategory
Alpha (against Standard Index)-0.83N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.63N/A
R-squared (against Standard Index)94.52N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio4.06N/A