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iShares Morningstar Large-Cap Growth (JKE)

-NYSEArca
110.73 Up 0.20(0.18%) Aug 29, 4:00PM EDT

Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticJKECategory
Alpha (against Standard Index)-0.78N/A
Beta (against Standard Index)1.05N/A
Mean Annual Return1.37N/A
R-squared (against Standard Index)89.73N/A
Standard Deviation13.56N/A
Sharpe Ratio1.21N/A
5 Years
StatisticJKECategory
Alpha (against Standard Index)-0.75N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return1.42N/A
R-squared (against Standard Index)91.23N/A
Standard Deviation14.87N/A
Sharpe Ratio1.14N/A
10 Years
StatisticJKECategory
Alpha (against Standard Index)-0.54N/A
Beta (against Standard Index)1.02N/A
Mean Annual Return0.70N/A
R-squared (against Standard Index)88.17N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.68N/A