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    iShares Russell 2000 (IWM)

    -NYSEArca
    123.10 Up 0.78(0.64%) Mar 27, 4:00PM EDT
    |After Hours : 122.96 Down 0.14 (0.11%) Mar 27, 7:58PM EDT

    Risk as of Feb 27, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-3.91N/A
    Beta (against Standard Index)1.19N/A
    Mean Annual Return1.36N/A
    R-squared (against Standard Index)70.50N/A
    Standard Deviation13.42N/A
    Sharpe Ratio1.22N/A
    5 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-3.65N/A
    Beta (against Standard Index)1.27N/A
    Mean Annual Return1.38N/A
    R-squared (against Standard Index)84.73N/A
    Standard Deviation17.99N/A
    Sharpe Ratio0.91N/A
    10 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-0.51N/A
    Beta (against Standard Index)1.23N/A
    Mean Annual Return0.83N/A
    R-squared (against Standard Index)84.59N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.58N/A