• FirefoxUpgrade to the new Firefox »
  •  Dow Down0.79% Nasdaq Up0.16%

    iShares Russell 2000 (IWM)

    -NYSEArca
    118.12 Down 0.08(0.07%) Jan 23, 4:00PM EST
    |After Hours : 117.95 Down 0.17 (0.14%) Jan 23, 7:55PM EST

    Risk as of Dec 30, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-4.44N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return1.55N/A
    R-squared (against Standard Index)68.14N/A
    Standard Deviation13.29N/A
    Sharpe Ratio1.40N/A
    5 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-3.29N/A
    Beta (against Standard Index)1.27N/A
    Mean Annual Return1.34N/A
    R-squared (against Standard Index)84.64N/A
    Standard Deviation17.95N/A
    Sharpe Ratio0.89N/A
    10 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-0.68N/A
    Beta (against Standard Index)1.23N/A
    Mean Annual Return0.79N/A
    R-squared (against Standard Index)84.52N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.08N/A