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iShares S&P/TSX Capped REIT (XRE.TO)

-TOR
16.18 0.00(0.00%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXRE.TOCategory
Alpha (against Standard Index)3.282.94
Beta (against Standard Index)0.420.85
Mean Annual Return0.761.15
R-squared (against Standard Index)27.7582.49
Standard Deviation8.6910.05
Sharpe Ratio0.941.29
5 Years
StatisticXRE.TOCategory
Alpha (against Standard Index)10.07N/A
Beta (against Standard Index)0.49N/A
Mean Annual Return1.27N/A
R-squared (against Standard Index)26.68N/A
Standard Deviation10.10N/A
Sharpe Ratio1.42N/A
10 Years
StatisticXRE.TOCategory
Alpha (against Standard Index)8.086.09
Beta (against Standard Index)0.600.60
Mean Annual Return0.93N/A
R-squared (against Standard Index)45.9459.10
Standard DeviationN/A13.18
Sharpe RatioN/AN/A
Treynor Ratio14.3711.17