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
10.98-2.88
0.66-8.91
-5.263.05
Beta
0.831.54
1.521.38
1.411.32
Mean Annual Return
1.51-0.34
0.46-0.23
0.560.62
R-squared
7.8842.86
28.6649.39
47.267.78
Standard Deviation
31.229.67
34.1826.6
31.3230.97
Sharpe Ratio
0.54-0.15
0.14-0.11
0.20.21
Treynor Ratio
15.74-5.33
-0.58-4.51
1.081.32