EWJ - iShares MSCI Japan ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsEWJCategory Average
5 YearsEWJCategory Average
10 YearsEWJCategory Average
Alpha
0.347.45
2.386.7
2.680.53
Beta
0.80.76
0.870.77
0.660.6
Mean Annual Return
0.730.58
0.660.85
0.570.24
R-squared
76.1948.25
78.2450.76
56.0252.58
Standard Deviation
10.5714.04
12.2814.75
12.9115.81
Sharpe Ratio
0.670.5
0.550.68
0.480.14
Treynor Ratio
8.58.6
7.1912.36
8.381.92