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iShares Russell 1000 Value ETF (IWD)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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114.28-0.25 (-0.22%)
At close: 4:00PM EDT
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Risk Statistics

3 YearsIWDCategory Average
5 YearsIWDCategory Average
10 YearsIWDCategory Average
Alpha
-2.130.43
-0.770.71
-1.75-0.34
Beta
0.980.91
0.990.9
1.040.97
Mean Annual Return
0.710.88
1.121.25
0.60.64
R-squared
92.6886.29
92.5884.94
96.7988.42
Standard Deviation
10.4410.58
9.8810.81
15.9615.87
Sharpe Ratio
0.791
1.341.38
0.420.43
Treynor Ratio
8.1611.86
13.6617.48
5.395.97