IYT - iShares Transportation Average ETF

BATS - BATS Delayed Price. Currency in USD

Risk Statistics

3 YearsIYTCategory Average
5 YearsIYTCategory Average
10 YearsIYTCategory Average
Alpha
-0.782.18
1.534.61
4.13.86
Beta
1.30.98
1.10.94
0.961.01
Mean Annual Return
1.130.49
0.81.04
1.270.76
R-squared
55.1267.62
52.7964.78
56.0677.78
Standard Deviation
17.7313.53
16.8613.57
17.3719.53
Sharpe Ratio
0.690.46
0.520.96
0.850.43
Treynor Ratio
8.685.69
6.913.86
14.656.66