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    iShares Russell 2000 Value (IWN)

    -NYSEArca
    93.50 Up 0.79(0.85%) Aug 28, 4:00PM EDT
    |After Hours : 93.70 Up 0.16 (0.17%) Aug 28, 4:09PM EDT

    Risk as of Jul 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticIWNCategory
    Alpha (against Standard Index)-3.82N/A
    Beta (against Standard Index)1.10N/A
    Mean Annual Return1.21N/A
    R-squared (against Standard Index)57.69N/A
    Standard Deviation12.42N/A
    Sharpe Ratio1.17N/A
    5 Years
    StatisticIWNCategory
    Alpha (against Standard Index)-6.30N/A
    Beta (against Standard Index)1.22N/A
    Mean Annual Return1.09N/A
    R-squared (against Standard Index)80.30N/A
    Standard Deviation16.05N/A
    Sharpe Ratio0.81N/A
    10 Years
    StatisticIWNCategory
    Alpha (against Standard Index)-2.36N/A
    Beta (against Standard Index)1.20N/A
    Mean Annual Return0.64N/A
    R-squared (against Standard Index)81.81N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio3.78N/A