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 Dow Up0.41% Nasdaq Up0.81%

iShares S&P/TSX 60 (XIU.TO)

-Toronto
22.25 Up 0.13(0.59%) 1:15PM EDT

Risk as of Jun 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXIU.TOCategory
Alpha (against Standard Index)-0.150.96
Beta (against Standard Index)0.980.94
Mean Annual Return0.630.70
R-squared (against Standard Index)98.1788.47
Standard Deviation10.0010.19
Sharpe Ratio0.660.77
5 Years
StatisticXIU.TOCategory
Alpha (against Standard Index)-1.29N/A
Beta (against Standard Index)0.98N/A
Mean Annual Return0.80N/A
R-squared (against Standard Index)98.15N/A
Standard Deviation10.60N/A
Sharpe Ratio0.83N/A
10 Years
StatisticXIU.TOCategory
Alpha (against Standard Index)0.09-0.92
Beta (against Standard Index)0.980.96
Mean Annual Return0.78N/A
R-squared (against Standard Index)98.8192.58
Standard DeviationN/A13.74
Sharpe RatioN/AN/A
Treynor Ratio6.985.87