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
1.24-2.88
-8.69-8.91
-6.433.05
Beta
1.881.54
1.941.38
1.421.32
Mean Annual Return
1.36-0.34
0.2-0.23
0.060.62
R-squared
39.1942.86
44.7249.39
60.7367.78
Standard Deviation
34.129.67
33.5226.6
33.6830.97
Sharpe Ratio
0.45-0.15
0.06-0.11
0.010.21
Treynor Ratio
5.63-5.33
-1.83-4.51
-3.671.32