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    iShares S&P 500 Value (IVE)

    -NYSEArca
    89.57 Down 1.20(1.32%) Jan 30, 4:00PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIVECategory
    Alpha (against Standard Index)-0.59N/A
    Beta (against Standard Index)1.02N/A
    Mean Annual Return1.58N/A
    R-squared (against Standard Index)94.49N/A
    Standard Deviation9.57N/A
    Sharpe Ratio1.97N/A
    5 Years
    StatisticIVECategory
    Alpha (against Standard Index)-1.00N/A
    Beta (against Standard Index)1.02N/A
    Mean Annual Return1.22N/A
    R-squared (against Standard Index)96.84N/A
    Standard Deviation13.52N/A
    Sharpe Ratio1.08N/A
    10 Years
    StatisticIVECategory
    Alpha (against Standard Index)-1.26N/A
    Beta (against Standard Index)1.06N/A
    Mean Annual Return0.64N/A
    R-squared (against Standard Index)96.30N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.79N/A