IWM - iShares Russell 2000 ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsIWMCategory Average
5 YearsIWMCategory Average
10 YearsIWMCategory Average
Alpha
-4.43-4.11
-3.59-2.26
-3.59-1.12
Beta
1.21.06
1.161.1
1.221.21
Mean Annual Return
0.940.46
0.81.04
1.110.67
R-squared
74.4563.81
72.0269.4
78.482.9
Standard Deviation
16.8614.26
16.3413.72
17.2420.3
Sharpe Ratio
0.580.38
0.530.9
0.740.36
Treynor Ratio
7.344.28
6.5710.96
9.844.39