IWN - iShares Russell 2000 Value ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsIWNCategory Average
5 YearsIWNCategory Average
10 YearsIWNCategory Average
Alpha
-6.1-3.76
-4.62-2.04
-4.35-1.48
Beta
1.151.06
1.081.12
1.171.26
Mean Annual Return
0.750.49
0.641.07
10.67
R-squared
65.8963.24
64.3169.4
75.4779.68
Standard Deviation
17.1114.31
16.1313.86
16.9521.69
Sharpe Ratio
0.440.42
0.420.92
0.670.33
Treynor Ratio
5.494.82
5.2611.2
8.983.99