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Thursday, November 26, 2009, 5:21PM ET - U.S. Markets Closed for Thanksgiving Day. Dow Up 0.29% Nasdaq Up 0.32%
iShares S&P MidCap 400 Index (IJH)On Nov 25: 69.76  Up 0.44 (0.63%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticIJHCategory
Alpha (against Standard Index)4.883.54
Beta (against Standard Index)1.151.28
Mean Annual Return-0.13-0.33
R-squared (against Standard Index)92.2791.71
Standard Deviation23.44N/A
Sharpe Ratio-0.17-0.24
5 Years
StatisticIJHCategory
Alpha (against Standard Index)3.62N/A
Beta (against Standard Index)1.16N/A
Mean Annual Return0.42N/A
R-squared (against Standard Index)90.59N/A
Standard Deviation19.50N/A
Sharpe Ratio0.10N/A

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