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iShares Russell 2000 (IWM)

-NYSEArca
107.80 Down 1.55(1.42%) Oct 1, 4:00PM EDT
|After Hours : 107.89 Up 0.09 (0.08%) Oct 1, 7:50PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWMCategory
Alpha (against Standard Index)-6.45N/A
Beta (against Standard Index)1.30N/A
Mean Annual Return1.57N/A
R-squared (against Standard Index)84.64N/A
Standard Deviation16.33N/A
Sharpe Ratio1.15N/A
5 Years
StatisticIWMCategory
Alpha (against Standard Index)-3.47N/A
Beta (against Standard Index)1.26N/A
Mean Annual Return1.45N/A
R-squared (against Standard Index)83.89N/A
Standard Deviation18.21N/A
Sharpe Ratio0.95N/A
10 Years
StatisticIWMCategory
Alpha (against Standard Index)-0.03N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.91N/A
R-squared (against Standard Index)85.14N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.30N/A