EWJ - iShares MSCI Japan ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsEWJCategory Average
5 YearsEWJCategory Average
10 YearsEWJCategory Average
Alpha
0.127.45
2.946.7
1.330.53
Beta
0.780.76
0.840.77
0.640.6
Mean Annual Return
0.450.58
0.410.85
0.430.24
R-squared
75.2648.25
7750.76
53.7252.58
Standard Deviation
10.2314.04
12.0814.75
12.8415.81
Sharpe Ratio
0.380.5
0.320.68
0.360.14
Treynor Ratio
4.418.6
3.8812.36
6.071.92