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iShares 20+ Year Treasury Bond (TLT)

-PCX
116.27 Down 0.66(0.56%) 4:00PM EDT
|After Hours : 116.38 Up 0.11 (0.09%) 7:52PM EDT

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticTLTCategory
Alpha (against Standard Index)-3.46N/A
Beta (against Standard Index)3.70N/A
Mean Annual Return0.59N/A
R-squared (against Standard Index)54.17N/A
Standard Deviation13.22N/A
Sharpe Ratio0.54N/A
5 Years
StatisticTLTCategory
Alpha (against Standard Index)-7.24N/A
Beta (against Standard Index)3.59N/A
Mean Annual Return0.70N/A
R-squared (against Standard Index)56.48N/A
Standard Deviation13.43N/A
Sharpe Ratio0.62N/A
10 Years
StatisticTLTCategory
Alpha (against Standard Index)-3.39N/A
Beta (against Standard Index)3.12N/A
Mean Annual Return0.66N/A
R-squared (against Standard Index)57.63N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio1.81N/A