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iShares NYSE 100 (NY)

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Risk as of Jul 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticNYCategory
Alpha (against Standard Index)-1.11N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return1.24N/A
R-squared (against Standard Index)96.68N/A
Standard Deviation12.06N/A
Sharpe Ratio1.22N/A
5 Years
StatisticNYCategory
Alpha (against Standard Index)-1.28N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return1.20N/A
R-squared (against Standard Index)96.94N/A
Standard Deviation12.74N/A
Sharpe Ratio1.12N/A
10 Years
StatisticNYCategory
Alpha (against Standard Index)-1.18N/A
Beta (against Standard Index)0.92N/A
Mean Annual Return0.59N/A
R-squared (against Standard Index)96.66N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio5.09N/A