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iShares North American Tech-Software (IGV)

-NYSEArca
83.28 0.49(0.59%) Oct 20, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIGVCategory
Alpha (against Standard Index)0.92N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return1.56N/A
R-squared (against Standard Index)62.02N/A
Standard Deviation16.94N/A
Sharpe Ratio1.10N/A
5 Years
StatisticIGVCategory
Alpha (against Standard Index)4.88N/A
Beta (against Standard Index)0.99N/A
Mean Annual Return1.29N/A
R-squared (against Standard Index)69.53N/A
Standard Deviation17.34N/A
Sharpe Ratio0.89N/A
10 Years
StatisticIGVCategory
Alpha (against Standard Index)2.97N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.94N/A
R-squared (against Standard Index)68.44N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.36N/A