IYM - iShares US Basic Materials ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsIYMCategory Average
5 YearsIYMCategory Average
10 YearsIYMCategory Average
Alpha
-2.32-7.11
-2.76-9.35
-0.04-0.04
Beta
1.351.32
1.251.33
1.311.28
Mean Annual Return
0.860.03
0.890.42
0.640.59
R-squared
66.7861.16
66.7765.69
81.4275.15
Standard Deviation
17.3620.01
15.2120.72
24.4625.59
Sharpe Ratio
0.570.05
0.680.31
0.30.26
Treynor Ratio
6.48-0.95
7.733.06
3.362.49