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    iShares Russell 2000 (IWM)

    -NYSEArca
    122.29 Up 0.35(0.29%) Jul 30, 4:38PM EDT
    |Pre-Market : 121.89 Down 0.40 (0.33%) 7:41AM EDT

    Risk as of Jun 29, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-0.98N/A
    Beta (against Standard Index)1.11N/A
    Mean Annual Return1.44N/A
    R-squared (against Standard Index)58.17N/A
    Standard Deviation12.49N/A
    Sharpe Ratio1.38N/A
    5 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-3.86N/A
    Beta (against Standard Index)1.26N/A
    Mean Annual Return1.44N/A
    R-squared (against Standard Index)81.19N/A
    Standard Deviation16.76N/A
    Sharpe Ratio1.03N/A
    10 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-0.27N/A
    Beta (against Standard Index)1.22N/A
    Mean Annual Return0.84N/A
    R-squared (against Standard Index)84.12N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.80N/A