IOO - iShares Global 100 ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsIOOCategory Average
5 YearsIOOCategory Average
10 YearsIOOCategory Average
Alpha
4.754.54
4.513.23
3.870.43
Beta
0.840.92
0.850.87
0.860.85
Mean Annual Return
0.910.45
0.530.77
0.810.33
R-squared
78.287.26
81.9789.84
88.7490.95
Standard Deviation
10.5212.44
11.5413.12
13.5817.05
Sharpe Ratio
0.90.46
0.480.72
0.680.18
Treynor Ratio
11.315.66
5.8810.19
10.112.04