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    iShares Russell 2000 (IWM)

    -NYSEArca
    122.58 Down 0.67(0.54%) Feb 27, 4:00PM EST
    |After Hours : 122.89 Up 0.31 (0.25%) Feb 27, 6:34PM EST

    Risk as of Jan 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-4.23N/A
    Beta (against Standard Index)1.17N/A
    Mean Annual Return1.26N/A
    R-squared (against Standard Index)68.25N/A
    Standard Deviation13.15N/A
    Sharpe Ratio1.15N/A
    5 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-3.38N/A
    Beta (against Standard Index)1.27N/A
    Mean Annual Return1.35N/A
    R-squared (against Standard Index)84.64N/A
    Standard Deviation17.93N/A
    Sharpe Ratio0.90N/A
    10 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-0.50N/A
    Beta (against Standard Index)1.23N/A
    Mean Annual Return0.80N/A
    R-squared (against Standard Index)84.50N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.19N/A