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    More On XIU.TO


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

    -Toronto
    18.08 0.00(0.00%) Feb 12, 3:59PM EST

    Risk as of Dec 30, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXIU.TOCategory
    Alpha (against Standard Index)0.652.16
    Beta (against Standard Index)0.990.88
    Mean Annual Return0.460.55
    R-squared (against Standard Index)97.3683.16
    Standard Deviation8.498.22
    Sharpe Ratio0.550.74
    5 Years
    StatisticXIU.TOCategory
    Alpha (against Standard Index)0.41N/A
    Beta (against Standard Index)0.98N/A
    Mean Annual Return0.26N/A
    R-squared (against Standard Index)97.77N/A
    Standard Deviation9.46N/A
    Sharpe Ratio0.24N/A
    10 Years
    StatisticXIU.TOCategory
    Alpha (against Standard Index)0.13-0.34
    Beta (against Standard Index)0.980.94
    Mean Annual Return0.44N/A
    R-squared (against Standard Index)98.7290.79
    Standard DeviationN/A13.57
    Sharpe RatioN/AN/A
    Treynor Ratio2.892.40