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iShares S&P 100 (OEF)

-NYSEArca
87.47 Up 0.56(0.64%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticOEFCategory
Alpha (against Standard Index)0.41N/A
Beta (against Standard Index)0.95N/A
Mean Annual Return1.73N/A
R-squared (against Standard Index)97.84N/A
Standard Deviation10.17N/A
Sharpe Ratio2.04N/A
5 Years
StatisticOEFCategory
Alpha (against Standard Index)-0.22N/A
Beta (against Standard Index)0.96N/A
Mean Annual Return1.23N/A
R-squared (against Standard Index)98.55N/A
Standard Deviation12.83N/A
Sharpe Ratio1.14N/A
10 Years
StatisticOEFCategory
Alpha (against Standard Index)-0.38N/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 Ratio6.16N/A