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iShares S&P SmallCap 600 Index (IJR)
At
1:56PM ET
:
52.14
0.86
(1.68%)
MORE ON IJR
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IJR
Category
Alpha (against Standard Index)
1.99
-0.39
Beta (against Standard Index)
1.17
1.24
Mean Annual Return
-0.39
-0.63
R-squared (against Standard Index)
87.82
86.31
Standard Deviation
24.50
N/A
Sharpe Ratio
-0.29
-0.39
5 Years
Statistic
IJR
Category
Alpha (against Standard Index)
2.01
N/A
Beta (against Standard Index)
1.21
N/A
Mean Annual Return
0.28
N/A
R-squared (against Standard Index)
84.58
N/A
Standard Deviation
20.96
N/A
Sharpe Ratio
0.02
N/A
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