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iShares Russell 2000 Value (IWN)

-NYSEArca
98.13 Down 1.11(1.12%) Sep 19, 4:00PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWNCategory
Alpha (against Standard Index)-5.96N/A
Beta (against Standard Index)1.25N/A
Mean Annual Return1.53N/A
R-squared (against Standard Index)86.33N/A
Standard Deviation15.56N/A
Sharpe Ratio1.18N/A
5 Years
StatisticIWNCategory
Alpha (against Standard Index)-4.45N/A
Beta (against Standard Index)1.24N/A
Mean Annual Return1.34N/A
R-squared (against Standard Index)85.16N/A
Standard Deviation17.78N/A
Sharpe Ratio0.90N/A
10 Years
StatisticIWNCategory
Alpha (against Standard Index)-0.92N/A
Beta (against Standard Index)1.22N/A
Mean Annual Return0.83N/A
R-squared (against Standard Index)83.72N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.49N/A