JPXN - iShares JPX-Nikkei 400 ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsJPXNCategory Average
5 YearsJPXNCategory Average
10 YearsJPXNCategory Average
Alpha
1.347.45
1.796.7
1.870.53
Beta
0.740.76
0.80.77
0.680.6
Mean Annual Return
0.210.58
0.230.85
0.40.24
R-squared
78.2548.25
78.1150.76
60.3252.58
Standard Deviation
13.0514.04
13.2414.75
13.6115.81
Sharpe Ratio
0.060.5
0.120.68
0.310.14
Treynor Ratio
-0.078.6
0.9312.36
4.931.92