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 Dow Down0.55% Nasdaq Down0.17%

iShares Russell 2000 Index (IWM)

-NYSEArca

107.37 Down 0.48(0.45%) 3:56PM EDT - Nasdaq Real Time Price


Risk as of Aug 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWMCategory
Alpha (against Standard Index)-2.99N/A
Beta (against Standard Index)1.31N/A
Mean Annual Return1.70N/A
R-squared (against Standard Index)90.93N/A
Standard Deviation18.03N/A
Sharpe Ratio1.12N/A
5 Years
StatisticIWMCategory
Alpha (against Standard Index)-0.22N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.89N/A
R-squared (against Standard Index)90.76N/A
Standard Deviation24.18N/A
Sharpe Ratio0.44N/A
10 Years
StatisticIWMCategory
Alpha (against Standard Index)0.84N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.86N/A
R-squared (against Standard Index)85.60N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.68N/A