IYT - iShares Transportation Average ETF

BATS - BATS Real Time Price. Currency in USD

Risk Statistics

3 YearsIYTCategory Average
5 YearsIYTCategory Average
10 YearsIYTCategory Average
Alpha
-0.632.18
0.174.61
3.753.86
Beta
1.310.98
1.130.94
1.021.01
Mean Annual Return
1.190.49
0.631.04
1.220.76
R-squared
61.3767.62
56.9564.78
59.7477.78
Standard Deviation
18.9913.53
17.6413.57
17.8419.53
Sharpe Ratio
0.670.46
0.380.96
0.790.43
Treynor Ratio
8.925.69
4.6813.86
13.016.66