IOO - iShares Global 100 ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIOOCategory Average
5 YearsIOOCategory Average
10 YearsIOOCategory Average
Alpha
5.674.54
5.163.23
40.43
Beta
0.870.92
0.860.87
0.860.85
Mean Annual Return
0.950.45
0.60.77
0.750.33
R-squared
79.6287.26
83.1889.84
88.3490.95
Standard Deviation
11.0812.44
11.913.12
13.4217.05
Sharpe Ratio
0.880.46
0.520.72
0.630.18
Treynor Ratio
11.265.66
6.5810.19
9.092.04