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iShares Global Telecom (IXP)

-NYSEArca
64.29 Up 0.29(0.45%) 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIXPCategory
Alpha (against Standard Index)1.97N/A
Beta (against Standard Index)0.66N/A
Mean Annual Return0.87N/A
R-squared (against Standard Index)44.62N/A
Standard Deviation10.69N/A
Sharpe Ratio0.98N/A
5 Years
StatisticIXPCategory
Alpha (against Standard Index)2.77N/A
Beta (against Standard Index)0.68N/A
Mean Annual Return0.86N/A
R-squared (against Standard Index)64.12N/A
Standard Deviation12.38N/A
Sharpe Ratio0.83N/A
10 Years
StatisticIXPCategory
Alpha (against Standard Index)1.99N/A
Beta (against Standard Index)0.70N/A
Mean Annual Return0.69N/A
R-squared (against Standard Index)68.20N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio8.48N/A