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 Dow Down0.72% Nasdaq Down0.50%

iShares Russell 2000 (IWM)

-NYSEArca
113.60 Down 1.04(0.91%) Jul 25, 4:00PM EDT
|After Hours : 113.35 Down 0.25 (0.22%) Jul 25, 7:59PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWMCategory
Alpha (against Standard Index)-5.77N/A
Beta (against Standard Index)1.29N/A
Mean Annual Return1.26N/A
R-squared (against Standard Index)87.23N/A
Standard Deviation16.94N/A
Sharpe Ratio0.89N/A
5 Years
StatisticIWMCategory
Alpha (against Standard Index)-2.66N/A
Beta (against Standard Index)1.25N/A
Mean Annual Return1.68N/A
R-squared (against Standard Index)84.74N/A
Standard Deviation18.20N/A
Sharpe Ratio1.10N/A
10 Years
StatisticIWMCategory
Alpha (against Standard Index)0.04N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.86N/A
R-squared (against Standard Index)85.41N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.73N/A