EEM - iShares MSCI Emerging Markets ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsEEMCategory Average
5 YearsEEMCategory Average
10 YearsEEMCategory Average
Alpha
1.31-1.88
-1.62-4.3
0.192.04
Beta
1.171.1
1.11.09
1.121.18
Mean Annual Return
0.76-0.07
0.450.27
0.430.55
R-squared
78.7568.99
76.3975.69
88.7584.99
Standard Deviation
16.4716.8
14.9817.83
22.3324.73
Sharpe Ratio
0.52-0.06
0.340.18
0.220.24
Treynor Ratio
6.44-2.11
3.661.47
2.082.33