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    iShares Trust - iShares Russell 1000 Value ETF (IWD)

    -NYSEArca
    102.53 Up 0.47(0.46%) May 27, 4:00PM EDT

    Risk as of Apr 29, 2016Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWDCategory
    Alpha (against Standard Index)-1.53N/A
    Beta (against Standard Index)0.98N/A
    Mean Annual Return0.80N/A
    R-squared (against Standard Index)95.95N/A
    Standard Deviation11.41N/A
    Sharpe Ratio0.84N/A
    5 Years
    StatisticIWDCategory
    Alpha (against Standard Index)-1.16N/A
    Beta (against Standard Index)1.02N/A
    Mean Annual Return0.86N/A
    R-squared (against Standard Index)96.55N/A
    Standard Deviation12.64N/A
    Sharpe Ratio0.81N/A
    10 Years
    StatisticIWDCategory
    Alpha (against Standard Index)-1.43N/A
    Beta (against Standard Index)1.04N/A
    Mean Annual Return0.56N/A
    R-squared (against Standard Index)97.00N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio4.33N/A