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iShares NYSE Composite Index (NYC)
At
11:17AM ET
:
64.69
0.31
(0.48%)
MORE ON NYC
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NYC
Category
Alpha (against Standard Index)
1.72
0.31
Beta (against Standard Index)
1.09
1.13
Mean Annual Return
-0.23
-0.37
R-squared (against Standard Index)
97.05
95.76
Standard Deviation
22.00
N/A
Sharpe Ratio
-0.23
-0.30
5 Years
Statistic
NYC
Category
Alpha (against Standard Index)
2.23
N/A
Beta (against Standard Index)
1.08
N/A
Mean Annual Return
0.35
N/A
R-squared (against Standard Index)
95.92
N/A
Standard Deviation
17.79
N/A
Sharpe Ratio
0.07
N/A
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