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    iShares S&P 100 (OEF)

    -NYSEArca
    91.60 Up 2.25(2.52%) 4:00PM EST

    Risk as of Nov 29, 2014Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticOEFCategory
    Alpha (against Standard Index)-0.09N/A
    Beta (against Standard Index)0.97N/A
    Mean Annual Return1.58N/A
    R-squared (against Standard Index)97.23N/A
    Standard Deviation8.91N/A
    Sharpe Ratio2.12N/A
    5 Years
    StatisticOEFCategory
    Alpha (against Standard Index)-0.55N/A
    Beta (against Standard Index)0.96N/A
    Mean Annual Return1.22N/A
    R-squared (against Standard Index)98.55N/A
    Standard Deviation12.61N/A
    Sharpe Ratio1.15N/A
    10 Years
    StatisticOEFCategory
    Alpha (against Standard Index)-0.35N/A
    Beta (against Standard Index)0.95N/A
    Mean Annual Return0.68N/A
    R-squared (against Standard Index)98.15N/A
    Standard DeviationN/AN/A
    Sharpe RatioN/AN/A
    Treynor Ratio6.18N/A