EWZ - iShares MSCI Brazil Capped ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsEWZCategory Average
5 YearsEWZCategory Average
10 YearsEWZCategory Average
Alpha
10.92-2.88
2.57-8.91
-4.33.05
Beta
0.781.54
1.431.38
1.361.32
Mean Annual Return
1.56-0.34
0.53-0.23
0.470.62
R-squared
9.9642.86
27.4449.39
43.8667.78
Standard Deviation
28.2329.67
34.1926.6
30.6330.97
Sharpe Ratio
0.61-0.15
0.16-0.11
0.170.21
Treynor Ratio
18.7-5.33
-0.13-4.51
0.441.32