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    iShares Russell 2000 (IWM)

    -NYSEArca
    115.20 Down 0.42(0.36%) Aug 31, 5:20PM EDT
    |After Hours : 114.66 Down 0.54 (0.47%) Aug 31, 7:59PM EDT

    Risk as of Jul 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-1.00N/A
    Beta (against Standard Index)1.10N/A
    Mean Annual Return1.45N/A
    R-squared (against Standard Index)57.26N/A
    Standard Deviation12.48N/A
    Sharpe Ratio1.39N/A
    5 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-4.38N/A
    Beta (against Standard Index)1.27N/A
    Mean Annual Return1.30N/A
    R-squared (against Standard Index)80.18N/A
    Standard Deviation16.61N/A
    Sharpe Ratio0.94N/A
    10 Years
    StatisticIWMCategory
    Alpha (against Standard Index)-0.79N/A
    Beta (against Standard Index)1.21N/A
    Mean Annual Return0.77N/A
    R-squared (against Standard Index)83.76N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio5.20N/A