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
7.77-2.88
0.04-8.91
-3.623.05
Beta
0.781.54
1.441.38
1.391.32
Mean Annual Return
1.09-0.34
0.22-0.23
0.340.62
R-squared
9.7942.86
28.3449.39
43.8267.78
Standard Deviation
28.4729.67
34.1626.6
30.6530.97
Sharpe Ratio
0.4-0.15
0.05-0.11
0.120.21
Treynor Ratio
10.31-5.33
-2.68-4.51
-0.771.32