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iShares Russell 2000 Value (IWN)

-NYSEArca
100.55 Up 0.46(0.46%) Aug 29, 4:00PM EDT
|After Hours : 101.02 Up 0.47 (0.47%) Aug 29, 4:36PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWNCategory
Alpha (against Standard Index)-6.85N/A
Beta (against Standard Index)1.27N/A
Mean Annual Return1.17N/A
R-squared (against Standard Index)87.68N/A
Standard Deviation16.58N/A
Sharpe Ratio0.84N/A
5 Years
StatisticIWNCategory
Alpha (against Standard Index)-4.32N/A
Beta (against Standard Index)1.25N/A
Mean Annual Return1.35N/A
R-squared (against Standard Index)85.16N/A
Standard Deviation17.79N/A
Sharpe Ratio0.90N/A
10 Years
StatisticIWNCategory
Alpha (against Standard Index)-0.82N/A
Beta (against Standard Index)1.22N/A
Mean Annual Return0.80N/A
R-squared (against Standard Index)83.67N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.18N/A