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iShares 20+ Year Treasury Bond (TLT)

-NYSEArca
121.20 1.00(0.83%) Nov 25, 4:00PM EST

Risk as of Oct 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTLTCategory
Alpha (against Standard Index)-4.28N/A
Beta (against Standard Index)3.38N/A
Mean Annual Return0.40N/A
R-squared (against Standard Index)68.68N/A
Standard Deviation11.05N/A
Sharpe Ratio0.43N/A
5 Years
StatisticTLTCategory
Alpha (against Standard Index)-6.16N/A
Beta (against Standard Index)3.58N/A
Mean Annual Return0.72N/A
R-squared (against Standard Index)57.86N/A
Standard Deviation13.42N/A
Sharpe Ratio0.64N/A
10 Years
StatisticTLTCategory
Alpha (against Standard Index)-3.38N/A
Beta (against Standard Index)3.12N/A
Mean Annual Return0.64N/A
R-squared (against Standard Index)57.91N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio1.76N/A