Dow Up1.64% Nasdaq Up1.86%

iShares Russell Mid-Cap Value (IWS)

-NYSEArca
73.03 Up 1.30(1.81%) Jun 29, 4:00PM EDT

Risk as of May 30, 2016Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIWSCategory
Alpha (against Standard Index)-0.42N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.85N/A
R-squared (against Standard Index)85.07N/A
Standard Deviation11.71N/A
Sharpe Ratio0.86N/A
5 Years
StatisticIWSCategory
Alpha (against Standard Index)-1.26N/A
Beta (against Standard Index)1.04N/A
Mean Annual Return0.92N/A
R-squared (against Standard Index)89.98N/A
Standard Deviation13.40N/A
Sharpe Ratio0.82N/A
10 Years
StatisticIWSCategory
Alpha (against Standard Index)-0.35N/A
Beta (against Standard Index)1.14N/A
Mean Annual Return0.75N/A
R-squared (against Standard Index)91.81N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.80N/A