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iShares Russell 2000 (IWM)

-NYSEArca
112.92 Up 0.56(0.50%) Apr 17, 4:00PM EDT
|After Hours : 112.95 Up 0.03 (0.03%) Apr 17, 7:59PM EDT
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Risk as of Mar 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWMCategory
Alpha (against Standard Index)-4.72N/A
Beta (against Standard Index)1.28N/A
Mean Annual Return1.15N/A
R-squared (against Standard Index)90.77N/A
Standard Deviation16.75N/A
Sharpe Ratio0.82N/A
5 Years
StatisticIWMCategory
Alpha (against Standard Index)-1.85N/A
Beta (against Standard Index)1.26N/A
Mean Annual Return1.97N/A
R-squared (against Standard Index)86.17N/A
Standard Deviation18.97N/A
Sharpe Ratio1.24N/A
10 Years
StatisticIWMCategory
Alpha (against Standard Index)0.28N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return0.85N/A
R-squared (against Standard Index)85.99N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.55N/A