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iShares NYSE 100 (NY)

-NYSEArca
86.10 Oct 14, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNYCategory
Alpha (against Standard Index)-0.67N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return1.65N/A
R-squared (against Standard Index)95.36N/A
Standard Deviation10.34N/A
Sharpe Ratio1.91N/A
5 Years
StatisticNYCategory
Alpha (against Standard Index)-1.12N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return1.14N/A
R-squared (against Standard Index)96.95N/A
Standard Deviation12.75N/A
Sharpe Ratio1.06N/A
10 Years
StatisticNYCategory
Alpha (against Standard Index)-1.16N/A
Beta (against Standard Index)0.92N/A
Mean Annual Return0.60N/A
R-squared (against Standard Index)96.80N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.25N/A