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    iShares S&P 100 (OEF)

    -NYSEArca
    90.00 Up 0.03(0.03%) Mar 27, 4:00PM EDT

    Risk as of Feb 27, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticOEFCategory
    Alpha (against Standard Index)-0.91N/A
    Beta (against Standard Index)0.99N/A
    Mean Annual Return1.33N/A
    R-squared (against Standard Index)97.62N/A
    Standard Deviation9.51N/A
    Sharpe Ratio1.68N/A
    5 Years
    StatisticOEFCategory
    Alpha (against Standard Index)-0.46N/A
    Beta (against Standard Index)0.97N/A
    Mean Annual Return1.25N/A
    R-squared (against Standard Index)98.68N/A
    Standard Deviation12.80N/A
    Sharpe Ratio1.17N/A
    10 Years
    StatisticOEFCategory
    Alpha (against Standard Index)-0.50N/A
    Beta (against Standard Index)0.95N/A
    Mean Annual Return0.66N/A
    R-squared (against Standard Index)98.15N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.00N/A