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iShares North American Tech-Multimd Ntwk (IGN)

-NYSEArca
34.91 Up 0.25(0.72%) 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIGNCategory
Alpha (against Standard Index)-2.61N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.69N/A
R-squared (against Standard Index)54.02N/A
Standard Deviation19.35N/A
Sharpe Ratio0.43N/A
5 Years
StatisticIGNCategory
Alpha (against Standard Index)-5.11N/A
Beta (against Standard Index)1.17N/A
Mean Annual Return0.80N/A
R-squared (against Standard Index)61.89N/A
Standard Deviation21.79N/A
Sharpe Ratio0.43N/A
10 Years
StatisticIGNCategory
Alpha (against Standard Index)-4.34N/A
Beta (against Standard Index)1.20N/A
Mean Annual Return0.49N/A
R-squared (against Standard Index)61.92N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio1.01N/A