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Fri, May 3, 2013, 4:19AM EDT - U.S. Markets open in 5 hrs 11 mins
Dow
0.89%
Nasdaq
1.26%
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iShares Dow Jones US Real Estate (IYR)
-
NYSEArca
73.24
May 2, 4:00PM EDT
Add to Portfolio
Risk
as of Mar 30, 2013
Get Risk for:
Risk (Modern Portfolio Theory) Statistics
3 Years
Statistic
IYR
Category
Alpha (against Standard Index)
8.45
N/A
Beta (against Standard Index)
0.82
N/A
Mean Annual Return
1.36
N/A
R-squared (against Standard Index)
71.36
N/A
Standard Deviation
16.20
N/A
Sharpe Ratio
1.00
N/A
5 Years
Statistic
IYR
Category
Alpha (against Standard Index)
5.62
N/A
Beta (against Standard Index)
1.25
N/A
Mean Annual Return
0.92
N/A
R-squared (against Standard Index)
68.01
N/A
Standard Deviation
31.42
N/A
Sharpe Ratio
0.34
N/A
10 Years
Statistic
IYR
Category
Alpha (against Standard Index)
2.56
N/A
Beta (against Standard Index)
1.17
N/A
Mean Annual Return
1.15
N/A
R-squared (against Standard Index)
57.09
N/A
Standard Deviation
N/A
N/A
Sharpe Ratio
N/A
N/A
Treynor Ratio
8.00
N/A
96512653