IYE - iShares U.S. Energy ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsIYECategory Average
5 YearsIYECategory Average
10 YearsIYECategory Average
Alpha
-12.28-16.86
-13.31-14.03
-6.05-1.08
Beta
1.351.43
1.231.34
1.161.2
Mean Annual Return
0.1-0.96
-0.41-0.23
0.430.42
R-squared
53.7739.8
48.9544.54
60.1157.66
Standard Deviation
20.5625.84
20.723.59
19.8727.21
Sharpe Ratio
-0.02-0.39
-0.28-0.09
0.240.16
Treynor Ratio
-1.82-8.63
-6.32-3.67
2.380.59