JPXN - iShares JPX-Nikkei 400 ETF

NYSEArca - Nasdaq Real Time Price. Currency in USD

Risk Statistics

3 YearsJPXNCategory Average
5 YearsJPXNCategory Average
10 YearsJPXNCategory Average
Alpha
-0.747.45
3.226.7
1.30.53
Beta
0.840.76
0.860.77
0.650.6
Mean Annual Return
0.460.58
0.430.85
0.490.24
R-squared
76.0348.25
74.5450.76
54.4452.58
Standard Deviation
10.6814.04
12.1314.75
1315.81
Sharpe Ratio
0.380.5
0.350.68
0.410.14
Treynor Ratio
4.38.6
4.1912.36
7.151.92