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
-3.51-4.11
-3.71-2.26
-3.24-1.12
Beta
1.231.06
1.181.1
1.221.21
Mean Annual Return
0.890.46
0.661.04
1.140.67
R-squared
73.9863.81
70.6769.4
78.6682.9
Standard Deviation
16.7414.26
16.5113.72
17.3420.3
Sharpe Ratio
0.550.38
0.420.9
0.760.36
Treynor Ratio
6.764.28
4.9510.96
10.124.39