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    iShares S&P Mid-Cap 400 Value (IJJ)

    -NYSEArca
    131.23 Down 0.69(0.52%) Feb 27, 4:00PM EST
    |After Hours : 131.23 0.00 (0.00%) Feb 27, 4:23PM EST

    Risk as of Jan 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIJJCategory
    Alpha (against Standard Index)-1.24N/A
    Beta (against Standard Index)1.08N/A
    Mean Annual Return1.40N/A
    R-squared (against Standard Index)79.54N/A
    Standard Deviation11.30N/A
    Sharpe Ratio1.48N/A
    5 Years
    StatisticIJJCategory
    Alpha (against Standard Index)-1.80N/A
    Beta (against Standard Index)1.17N/A
    Mean Annual Return1.35N/A
    R-squared (against Standard Index)90.46N/A
    Standard Deviation15.94N/A
    Sharpe Ratio1.01N/A
    10 Years
    StatisticIJJCategory
    Alpha (against Standard Index)0.84N/A
    Beta (against Standard Index)1.16N/A
    Mean Annual Return0.87N/A
    R-squared (against Standard Index)89.50N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.58N/A