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iShares S&P 100 (OEF)

-NYSEArca
90.23 Up 0.09(0.10%) 12:42PM EDT - Nasdaq Real Time Price

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticOEFCategory
Alpha (against Standard Index)0.48N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return1.58N/A
R-squared (against Standard Index)98.21N/A
Standard Deviation11.07N/A
Sharpe Ratio1.71N/A
5 Years
StatisticOEFCategory
Alpha (against Standard Index)-0.46N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return1.29N/A
R-squared (against Standard Index)98.56N/A
Standard Deviation12.82N/A
Sharpe Ratio1.20N/A
10 Years
StatisticOEFCategory
Alpha (against Standard Index)-0.60N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return0.68N/A
R-squared (against Standard Index)98.04N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.17N/A