IWN - iShares Russell 2000 Value ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsIWNCategory Average
5 YearsIWNCategory Average
10 YearsIWNCategory Average
Alpha
-10.18-3.76
-4.15-2.04
-3.98-1.48
Beta
1.121.06
1.071.12
1.181.26
Mean Annual Return
0.50.49
0.651.07
0.980.67
R-squared
71.5663.24
65.3469.4
75.4679.68
Standard Deviation
15.9314.31
15.8513.86
16.8721.69
Sharpe Ratio
0.270.42
0.420.92
0.660.33
Treynor Ratio
2.844.82
5.2611.2
8.733.99