IYT - iShares Transportation Average ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsIYTCategory Average
5 YearsIYTCategory Average
10 YearsIYTCategory Average
Alpha
-2.852.18
-2.124.61
3.963.86
Beta
1.340.98
1.160.94
1.021.01
Mean Annual Return
0.990.49
0.541.04
1.120.76
R-squared
61.9267.62
58.4464.78
58.5677.78
Standard Deviation
19.1913.53
17.7513.57
17.5219.53
Sharpe Ratio
0.530.46
0.30.96
0.730.43
Treynor Ratio
6.615.69
3.3913.86
11.836.66