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iShares Russell 1000 Index (IWB)
On
Dec 21
:
61.54
0.00
(0.00%)
MORE ON IWB
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Risk
As of 30-Nov-09
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Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IWB
Category
Alpha (against Standard Index)
0.23
0.31
Beta (against Standard Index)
1.02
1.13
Mean Annual Return
-0.32
-0.37
R-squared (against Standard Index)
99.79
95.76
Standard Deviation
20.24
N/A
Sharpe Ratio
-0.30
-0.30
5 Years
Statistic
IWB
Category
Alpha (against Standard Index)
0.31
N/A
Beta (against Standard Index)
1.02
N/A
Mean Annual Return
0.19
N/A
R-squared (against Standard Index)
99.76
N/A
Standard Deviation
16.39
N/A
Sharpe Ratio
-0.04
N/A
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