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
-2.73-2.88
-10.86-8.91
-0.943.05
Beta
1.821.54
1.81.38
1.411.32
Mean Annual Return
0.56-0.34
0.19-0.23
0.270.62
R-squared
39.8542.86
42.7449.39
62.567.78
Standard Deviation
35.1929.67
31.7426.6
34.0630.97
Sharpe Ratio
0.18-0.15
0.06-0.11
0.080.21
Treynor Ratio
0.29-5.33
-1.54-4.51
-2.061.32