Dow Down0.18% Nasdaq Up0.39%

iShares Morningstar Large-Cap (JKD)

-PCX
116.02 Up 0.20(0.17%) 3:48PM EDT
- Nasdaq Real Time Price

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJKDCategory
Alpha (against Standard Index)2.26N/A
Beta (against Standard Index)0.93N/A
Mean Annual Return1.46N/A
R-squared (against Standard Index)96.74N/A
Standard Deviation11.56N/A
Sharpe Ratio1.51N/A
5 Years
StatisticJKDCategory
Alpha (against Standard Index)0.76N/A
Beta (against Standard Index)0.94N/A
Mean Annual Return1.35N/A
R-squared (against Standard Index)97.71N/A
Standard Deviation12.46N/A
Sharpe Ratio1.29N/A
10 Years
StatisticJKDCategory
Alpha (against Standard Index)0.99N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.79N/A
R-squared (against Standard Index)96.62N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio7.54N/A