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    iShares Russell 1000 Value (IWD)

    101.70 Up 0.76(0.75%) Jan 29, 4:00PM EST
    |After Hours : 101.70 0.00 (0.00%) Jan 29, 4:17PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)0.34N/A
    Beta (against Standard Index)0.99N/A
    Mean Annual Return1.61N/A
    R-squared (against Standard Index)94.22N/A
    Standard Deviation9.30N/A
    Sharpe Ratio2.07N/A
    5 Years
    Alpha (against Standard Index)-0.44N/A
    Beta (against Standard Index)1.02N/A
    Mean Annual Return1.26N/A
    R-squared (against Standard Index)97.22N/A
    Standard Deviation13.40N/A
    Sharpe Ratio1.12N/A
    10 Years
    Alpha (against Standard Index)-0.64N/A
    Beta (against Standard Index)1.04N/A
    Mean Annual Return0.68N/A
    R-squared (against Standard Index)96.73N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.43N/A