Dow Down0.92% Nasdaq Down0.83%

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

-Toronto
16.41 0.00(0.00%) Oct 22

Risk as of Sep 29, 2014Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticXRE.TOCategory
Alpha (against Standard Index)0.293.25
Beta (against Standard Index)0.540.83
Mean Annual Return0.671.23
R-squared (against Standard Index)36.1881.10
Standard Deviation8.969.29
Sharpe Ratio0.791.49
5 Years
StatisticXRE.TOCategory
Alpha (against Standard Index)8.56N/A
Beta (against Standard Index)0.49N/A
Mean Annual Return1.08N/A
R-squared (against Standard Index)28.29N/A
Standard Deviation9.82N/A
Sharpe Ratio1.24N/A
10 Years
StatisticXRE.TOCategory
Alpha (against Standard Index)7.645.70
Beta (against Standard Index)0.600.60
Mean Annual Return0.89N/A
R-squared (against Standard Index)46.5559.66
Standard DeviationN/A13.23
Sharpe RatioN/AN/A
Treynor Ratio13.4110.34