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Friday, December 18, 2009, 11:45AM ET - U.S. Markets close in 4 hours and 15 minutes. Dow Down 0.41% Nasdaq Up 0.55%
iShares NYSE Composite Index (NYC)At 11:17AM ET: 64.69  Down 0.31 (0.48%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticNYCCategory
Alpha (against Standard Index)1.720.31
Beta (against Standard Index)1.091.13
Mean Annual Return-0.23-0.37
R-squared (against Standard Index)97.0595.76
Standard Deviation22.00N/A
Sharpe Ratio-0.23-0.30
5 Years
StatisticNYCCategory
Alpha (against Standard Index)2.23N/A
Beta (against Standard Index)1.08N/A
Mean Annual Return0.35N/A
R-squared (against Standard Index)95.92N/A
Standard Deviation17.79N/A
Sharpe Ratio0.07N/A

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