IWD - iShares Russell 1000 Value ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIWDCategory Average
5 YearsIWDCategory Average
10 YearsIWDCategory Average
Alpha
-5.720.43
-3.490.71
-2.25-0.34
Beta
0.980.91
0.980.9
1.010.97
Mean Annual Return
0.370.88
0.51.25
0.880.64
R-squared
93.4586.29
93.3384.94
95.3388.42
Standard Deviation
13.4110.58
12.5810.81
13.0915.87
Sharpe Ratio
0.21
0.381.38
0.760.43
Treynor Ratio
1.8711.86
4.2517.48
9.525.97