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iShares North American Tech-Software (IGV)

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91.98 Up 0.28(0.31%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIGVCategory
Alpha (against Standard Index)2.16N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.25N/A
R-squared (against Standard Index)51.90N/A
Standard Deviation14.94N/A
Sharpe Ratio1.00N/A
5 Years
StatisticIGVCategory
Alpha (against Standard Index)5.54N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return1.38N/A
R-squared (against Standard Index)68.93N/A
Standard Deviation17.34N/A
Sharpe Ratio0.95N/A
10 Years
StatisticIGVCategory
Alpha (against Standard Index)2.57N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.89N/A
R-squared (against Standard Index)69.06N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.78N/A