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
-0.78-4.11
-1.89-2.26
-1.59-1.12
Beta
1.071.06
1.061.1
1.21.21
Mean Annual Return
1.030.46
0.981.04
0.990.67
R-squared
61.6663.81
57.1969.4
82.1482.9
Standard Deviation
1414.26
13.6513.72
19.5320.3
Sharpe Ratio
0.830.38
0.820.9
0.590.36
Treynor Ratio
10.524.28
10.2410.96
8.44.39