IGE - iShares North American Natural Resources ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsIGECategory Average
5 YearsIGECategory Average
10 YearsIGECategory Average
Alpha
-11.2-7.11
-12.72-9.35
-8.45-0.04
Beta
1.21.32
1.251.33
1.191.28
Mean Annual Return
-0.030.03
-0.480.42
0.270.59
R-squared
50.3861.16
49.7965.69
61.3375.15
Standard Deviation
18.3420.01
20.4320.72
20.3325.59
Sharpe Ratio
-0.10.05
-0.320.31
0.140.26
Treynor Ratio
-2.85-0.95
-6.73.06
0.592.49