Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Tuesday, December 1, 2009, 7:09PM ET - U.S. Markets Closed. Dow Up 1.23% Nasdaq Up 1.46%
iShares S&P MidCap 400 Value Index (IJJ)At 4:00PM ET: 63.02  Up 0.87 (1.40%)  
MORE ON IJJ
Quotes
Charts
News & Info
ETF
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticIJJCategory
Alpha (against Standard Index)2.961.48
Beta (against Standard Index)1.171.26
Mean Annual Return-0.30-0.48
R-squared (against Standard Index)91.8484.64
Standard Deviation23.80N/A
Sharpe Ratio-0.25-0.31
5 Years
StatisticIJJCategory
Alpha (against Standard Index)3.08N/A
Beta (against Standard Index)1.18N/A
Mean Annual Return0.37N/A
R-squared (against Standard Index)90.22N/A
Standard Deviation19.88N/A
Sharpe Ratio0.07N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
ETFs by BetaETF Education