IWN: Risk for ISHARE RUS 2000 VALU - Yahoo! Finance

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Risk As of 30-Nov-09	Get Risk for:

RISK (MODERN PORTFOLIO THEORY) STATISTICS

3 Years
Statistic	IWN	Category
Alpha (against Standard Index)	-2.36	0.95
Beta (against Standard Index)	1.17	1.29
Mean Annual Return	-0.62	-0.40
R-squared (against Standard Index)	83.76	81.07
Standard Deviation	25.50	N/A
Sharpe Ratio	-0.38	-0.27

5 Years
Statistic	IWN	Category
Alpha (against Standard Index)	-0.62	N/A
Beta (against Standard Index)	1.20	N/A
Mean Annual Return	0.10	N/A
R-squared (against Standard Index)	81.96	N/A
Standard Deviation	21.33	N/A
Sharpe Ratio	-0.08	N/A

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