IEO - iShares U.S. Oil & Gas Exploration & Production ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsIEOCategory Average
5 YearsIEOCategory Average
10 YearsIEOCategory Average
Alpha
-20.25-16.86
-16.2-14.03
-10.63-1.08
Beta
1.711.43
1.611.34
1.431.2
Mean Annual Return
-0.72-0.96
-0.58-0.23
0.130.42
R-squared
59.339.8
50.2544.54
54.4857.66
Standard Deviation
27.7525.84
27.6923.59
25.9327.21
Sharpe Ratio
-0.38-0.39
-0.29-0.09
0.040.16
Treynor Ratio
-7.93-8.63
-7.11-3.67
-1.70.59