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
17.95-2.88
3.63-8.91
-4.283.05
Beta
0.661.54
1.451.38
1.371.32
Mean Annual Return
1.93-0.34
0.52-0.23
0.40.62
R-squared
642.86
27.3849.39
43.7667.78
Standard Deviation
29.9329.67
34.1726.6
30.630.97
Sharpe Ratio
0.72-0.15
0.16-0.11
0.140.21
Treynor Ratio
29.08-5.33
-0.19-4.51
-0.211.32