IWM - iShares Russell 2000 ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIWMCategory Average
5 YearsIWMCategory Average
10 YearsIWMCategory Average
Alpha
-2.1-4.11
-2.1-2.26
-0.67-1.12
Beta
1.041.06
1.081.1
1.191.21
Mean Annual Return
0.760.46
0.991.04
0.950.67
R-squared
58.5563.81
58.9769.4
81.8982.9
Standard Deviation
13.8914.26
13.8213.72
19.7320.3
Sharpe Ratio
0.610.38
0.830.9
0.560.36
Treynor Ratio
7.584.28
10.3710.96
8.064.39