IGN: Risk for ISHARES S&P GSTI NET - Yahoo! Finance

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Risk As of 31-Oct-09	Get Risk for:

RISK (MODERN PORTFOLIO THEORY) STATISTICS

3 Years
Statistic	IGN	Category
Alpha (against Standard Index)	6.66	4.89
Beta (against Standard Index)	1.36	1.17
Mean Annual Return	-0.12	-0.14
R-squared (against Standard Index)	71.37	78.17
Standard Deviation	31.58	N/A
Sharpe Ratio	-0.12	-0.15

5 Years
Statistic	IGN	Category
Alpha (against Standard Index)	0.92	N/A
Beta (against Standard Index)	1.43	N/A
Mean Annual Return	0.16	N/A
R-squared (against Standard Index)	63.05	N/A
Standard Deviation	28.66	N/A
Sharpe Ratio	-0.04	N/A

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