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iShares North American Natural Resources (IGE)

-NYSEArca
48.26 Down 0.24(0.49%) Aug 22, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIGECategory
Alpha (against Standard Index)-7.55N/A
Beta (against Standard Index)1.29N/A
Mean Annual Return0.54N/A
R-squared (against Standard Index)77.82N/A
Standard Deviation20.79N/A
Sharpe Ratio0.31N/A
5 Years
StatisticIGECategory
Alpha (against Standard Index)-1.45N/A
Beta (against Standard Index)1.15N/A
Mean Annual Return1.08N/A
R-squared (against Standard Index)73.47N/A
Standard Deviation19.69N/A
Sharpe Ratio0.66N/A
10 Years
StatisticIGECategory
Alpha (against Standard Index)3.30N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return1.09N/A
R-squared (against Standard Index)64.84N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.13N/A