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PowerShares Fundamental Pure Mid Val ETF (PXMV)

-PCX
25.13 Up 0.27(1.09%) Oct 20, 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticPXMVCategory
Alpha (against Standard Index)-1.36N/A
Beta (against Standard Index)1.23N/A
Mean Annual Return2.08N/A
R-squared (against Standard Index)90.56N/A
Standard Deviation13.68N/A
Sharpe Ratio1.82N/A
5 Years
StatisticPXMVCategory
Alpha (against Standard Index)-0.98N/A
Beta (against Standard Index)1.10N/A
Mean Annual Return1.34N/A
R-squared (against Standard Index)88.09N/A
Standard Deviation15.48N/A
Sharpe Ratio1.03N/A
10 Years
StatisticPXMVCategory
Alpha (against Standard Index)NaNN/A
Beta (against Standard Index)NaNN/A
Mean Annual ReturnNaNN/A
R-squared (against Standard Index)NaNN/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor RatioNaNN/A