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iShares Russell 2000 (IWM)

-NYSEArca
117.21 Up 0.65(0.56%) 10:09AM EDT - Nasdaq Real Time Price

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWMCategory
Alpha (against Standard Index)-7.18N/A
Beta (against Standard Index)1.31N/A
Mean Annual Return1.19N/A
R-squared (against Standard Index)86.10N/A
Standard Deviation17.23N/A
Sharpe Ratio0.82N/A
5 Years
StatisticIWMCategory
Alpha (against Standard Index)-3.72N/A
Beta (against Standard Index)1.26N/A
Mean Annual Return1.42N/A
R-squared (against Standard Index)83.67N/A
Standard Deviation18.16N/A
Sharpe Ratio0.93N/A
10 Years
StatisticIWMCategory
Alpha (against Standard Index)-0.13N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.87N/A
R-squared (against Standard Index)85.05N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.81N/A