IJS - iShares S&P Small-Cap 600 Value ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIJSCategory Average
5 YearsIJSCategory Average
10 YearsIJSCategory Average
Alpha
-5.71-3.76
-4.32-2.04
-2.88-1.48
Beta
1.281.06
1.181.12
1.221.26
Mean Annual Return
0.750.49
0.611.07
1.160.67
R-squared
67.3463.24
65.8869.4
76.4279.68
Standard Deviation
18.1614.31
17.0713.86
17.5321.69
Sharpe Ratio
0.420.42
0.370.92
0.770.33
Treynor Ratio
4.864.82
4.3211.2
10.423.99