EEM - iShares MSCI Emerging Markets ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsEEMCategory Average
5 YearsEEMCategory Average
10 YearsEEMCategory Average
Alpha
-0.5-1.88
-3.6-4.3
0.042.04
Beta
1.111.1
1.081.09
1.131.18
Mean Annual Return
0.45-0.07
0.360.27
0.290.55
R-squared
74.9768.99
74.1175.69
88.7484.99
Standard Deviation
15.7316.8
14.4317.83
22.8324.73
Sharpe Ratio
0.32-0.06
0.290.18
0.140.24
Treynor Ratio
3.54-2.11
2.941.47
0.412.33