EWJ - iShares MSCI Japan ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsEWJCategory Average
5 YearsEWJCategory Average
10 YearsEWJCategory Average
Alpha
4.167.45
5.366.7
0.980.53
Beta
0.90.76
0.820.77
0.670.6
Mean Annual Return
0.820.58
0.980.85
0.250.24
R-squared
77.7448.25
58.4850.76
65.9552.58
Standard Deviation
12.4814.04
12.414.75
15.6815.81
Sharpe Ratio
0.760.5
0.930.68
0.160.14
Treynor Ratio
10.138.6
13.7812.36
2.011.92