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iShares Russell Mid-Cap Value (IWS)

-NYSEArca
72.33 0.21(0.29%) Aug 20, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWSCategory
Alpha (against Standard Index)-0.79N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return1.43N/A
R-squared (against Standard Index)93.44N/A
Standard Deviation13.86N/A
Sharpe Ratio1.24N/A
5 Years
StatisticIWSCategory
Alpha (against Standard Index)1.21N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return1.60N/A
R-squared (against Standard Index)92.36N/A
Standard Deviation15.01N/A
Sharpe Ratio1.28N/A
10 Years
StatisticIWSCategory
Alpha (against Standard Index)1.62N/A
Beta (against Standard Index)1.16N/A
Mean Annual Return0.97N/A
R-squared (against Standard Index)92.40N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.64N/A