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iShares S&P 100 (OEF)

-NYSEArca
92.11 Up 0.15(0.16%) 1:37PM EST - Nasdaq Real Time Price

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticOEFCategory
Alpha (against Standard Index)0.05N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return1.51N/A
R-squared (against Standard Index)97.22N/A
Standard Deviation8.94N/A
Sharpe Ratio2.02N/A
5 Years
StatisticOEFCategory
Alpha (against Standard Index)-0.51N/A
Beta (against Standard Index)0.97N/A
Mean Annual Return1.28N/A
R-squared (against Standard Index)98.57N/A
Standard Deviation12.79N/A
Sharpe Ratio1.19N/A
10 Years
StatisticOEFCategory
Alpha (against Standard Index)-0.40N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.68N/A
R-squared (against Standard Index)98.14N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.25N/A