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iShares Core S&P 500 (IVV)

-NYSEArca
208.58 Down 0.46(0.22%) Nov 28, 1:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIVVCategory
Alpha (against Standard Index)-0.06N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.54N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation9.08N/A
Sharpe Ratio2.03N/A
5 Years
StatisticIVVCategory
Alpha (against Standard Index)-0.06N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return1.36N/A
R-squared (against Standard Index)100.00N/A
Standard Deviation13.12N/A
Sharpe Ratio1.24N/A
10 Years
StatisticIVVCategory
Alpha (against Standard Index)-0.05N/A
Beta (against Standard Index)1.00N/A
Mean Annual Return0.75N/A
R-squared (against Standard Index)100.00N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.62N/A