EWZ - iShares MSCI Brazil Capped ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsEWZCategory Average
5 YearsEWZCategory Average
10 YearsEWZCategory Average
Alpha
7.98-2.88
-7.69-8.91
-2.863.05
Beta
1.791.54
1.81.38
1.421.32
Mean Annual Return
1.64-0.34
0.3-0.23
0.280.62
R-squared
40.9342.86
43.4549.39
62.3567.78
Standard Deviation
34.7829.67
32.3426.6
33.7530.97
Sharpe Ratio
0.55-0.15
0.1-0.11
0.090.21
Treynor Ratio
8.01-5.33
-1.02-4.51
-1.91.32