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iShares Russell 2000 (IWM)

-NYSEArca
108.74 Up 1.26(1.17%) Oct 20, 4:00PM EDT
|After Hours : 108.74 0.00 (0.00%) Oct 20, 7:59PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWMCategory
Alpha (against Standard Index)-7.04N/A
Beta (against Standard Index)1.29N/A
Mean Annual Return1.71N/A
R-squared (against Standard Index)80.60N/A
Standard Deviation15.18N/A
Sharpe Ratio1.35N/A
5 Years
StatisticIWMCategory
Alpha (against Standard Index)-4.67N/A
Beta (against Standard Index)1.27N/A
Mean Annual Return1.26N/A
R-squared (against Standard Index)83.42N/A
Standard Deviation18.41N/A
Sharpe Ratio0.82N/A
10 Years
StatisticIWMCategory
Alpha (against Standard Index)-0.82N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.82N/A
R-squared (against Standard Index)85.09N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.34N/A