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Monday, December 28, 2009, 7:38PM ET - U.S. Markets Closed.
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iShares Dow Jones Transportation Average (IYT)
At
4:00PM ET
:
74.97
0.34
(0.45%)
MORE ON IYT
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
IYT
Category
Alpha (against Standard Index)
3.56
3.91
Beta (against Standard Index)
1.15
1.21
Mean Annual Return
-0.11
-0.11
R-squared (against Standard Index)
75.96
83.91
Standard Deviation
26.16
N/A
Sharpe Ratio
-0.14
-0.14
5 Years
Statistic
IYT
Category
Alpha (against Standard Index)
3.16
N/A
Beta (against Standard Index)
1.16
N/A
Mean Annual Return
0.42
N/A
R-squared (against Standard Index)
67.79
N/A
Standard Deviation
22.72
N/A
Sharpe Ratio
0.09
N/A
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