• FirefoxInstall the new Firefox »
  •  Dow Up1.49% Nasdaq Up1.15%

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

    -Toronto
    16.89 Down 0.01(0.06%) 3:53PM EDT

    Risk as of Feb 27, 2015Get Risk for:
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticXRE.TOCategory
    Alpha (against Standard Index)-4.232.56
    Beta (against Standard Index)0.660.83
    Mean Annual Return0.651.44
    R-squared (against Standard Index)61.7186.40
    Standard Deviation10.4610.96
    Sharpe Ratio0.661.50
    5 Years
    StatisticXRE.TOCategory
    Alpha (against Standard Index)5.88N/A
    Beta (against Standard Index)0.51N/A
    Mean Annual Return1.08N/A
    R-squared (against Standard Index)40.02N/A
    Standard Deviation10.06N/A
    Sharpe Ratio1.21N/A
    10 Years
    StatisticXRE.TOCategory
    Alpha (against Standard Index)6.705.31
    Beta (against Standard Index)0.600.60
    Mean Annual Return0.88N/A
    R-squared (against Standard Index)47.8963.44
    Standard DeviationN/A13.21
    Sharpe RatioN/AN/A
    Treynor Ratio13.2411.26