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
8.55-2.88
4.84-8.91
-5.053.05
Beta
0.881.54
1.361.38
1.381.32
Mean Annual Return
1.47-0.34
1.07-0.23
0.240.62
R-squared
13.442.86
26.6349.39
43.667.78
Standard Deviation
27.6529.67
33.1226.6
30.4530.97
Sharpe Ratio
0.58-0.15
0.35-0.11
0.080.21
Treynor Ratio
15.05-5.33
4.96-4.51
-1.611.32