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Wednesday, December 30, 2009, 10:31PM ET - U.S. Markets Closed.
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iShares Russell 2000 Index (IWM)
At
4:00PM ET
:
63.19
0.04
(0.06%)
MORE ON IWM
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IWM
Category
Alpha (against Standard Index)
-0.51
-2.18
Beta (against Standard Index)
1.17
1.22
Mean Annual Return
-0.46
-0.62
R-squared (against Standard Index)
88.76
85.41
Standard Deviation
24.66
N/A
Sharpe Ratio
-0.32
-0.38
5 Years
Statistic
IWM
Category
Alpha (against Standard Index)
-0.02
N/A
Beta (against Standard Index)
1.21
N/A
Mean Annual Return
0.15
N/A
R-squared (against Standard Index)
85.24
N/A
Standard Deviation
21.06
N/A
Sharpe Ratio
-0.05
N/A
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