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iShares Russell 2000 Index (IWM)

-NYSEArca

97.88 Down 0.02(0.02%) May 24, 4:00PM EDT|After Hours : 97.82 Down 0.06 (0.06%) May 24, 7:23PM EDT


Risk as of Mar 30, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWMCategory
Alpha (against Standard Index)-2.04N/A
Beta (against Standard Index)1.28N/A
Mean Annual Return1.22N/A
R-squared (against Standard Index)91.12N/A
Standard Deviation20.06N/A
Sharpe Ratio0.72N/A
5 Years
StatisticIWMCategory
Alpha (against Standard Index)1.92N/A
Beta (against Standard Index)1.22N/A
Mean Annual Return0.91N/A
R-squared (against Standard Index)89.74N/A
Standard Deviation24.38N/A
Sharpe Ratio0.44N/A
10 Years
StatisticIWMCategory
Alpha (against Standard Index)1.69N/A
Beta (against Standard Index)1.25N/A
Mean Annual Return1.08N/A
R-squared (against Standard Index)85.46N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.79N/A