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iShares TIPS Bond (TIP)

-NYSEArca
114.04 Up 0.04(0.04%) 4:00PM EDT

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTIPCategory
Alpha (against Standard Index)-2.86N/A
Beta (against Standard Index)1.74N/A
Mean Annual Return0.11N/A
R-squared (against Standard Index)78.21N/A
Standard Deviation5.24N/A
Sharpe Ratio0.24N/A
5 Years
StatisticTIPCategory
Alpha (against Standard Index)-1.83N/A
Beta (against Standard Index)1.53N/A
Mean Annual Return0.37N/A
R-squared (against Standard Index)67.23N/A
Standard Deviation5.30N/A
Sharpe Ratio0.81N/A
10 Years
StatisticTIPCategory
Alpha (against Standard Index)-1.42N/A
Beta (against Standard Index)1.47N/A
Mean Annual Return0.38N/A
R-squared (against Standard Index)59.01N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio1.99N/A