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iShares North American Tech (IGM)

-PCX
99.07 0.38(0.39%) Aug 21, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIGMCategory
Alpha (against Standard Index)6.71N/A
Beta (against Standard Index)0.88N/A
Mean Annual Return1.37N/A
R-squared (against Standard Index)76.98N/A
Standard Deviation14.35N/A
Sharpe Ratio1.14N/A
5 Years
StatisticIGMCategory
Alpha (against Standard Index)4.48N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return1.39N/A
R-squared (against Standard Index)79.76N/A
Standard Deviation15.96N/A
Sharpe Ratio1.04N/A
10 Years
StatisticIGMCategory
Alpha (against Standard Index)1.90N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.88N/A
R-squared (against Standard Index)75.52N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.74N/A