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
0.6-1.88
-1.67-4.3
-0.472.04
Beta
1.141.1
1.121.09
1.121.18
Mean Annual Return
0.55-0.07
0.420.27
0.30.55
R-squared
77.5868.99
76.9575.69
88.6484.99
Standard Deviation
15.9216.8
15.0317.83
22.1824.73
Sharpe Ratio
0.37-0.06
0.30.18
0.140.24
Treynor Ratio
4.25-2.11
3.161.47
0.652.33