OEF - iShares S&P 100 ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsOEFCategory Average
5 YearsOEFCategory Average
10 YearsOEFCategory Average
Alpha
-0.65-0.65
-0.92-0.48
-0.320.15
Beta
1.030.98
11
0.961
Mean Annual Return
0.870.86
1.081.28
0.640.69
R-squared
98.0694.06
97.6695.34
98.4196.99
Standard Deviation
10.4410.9
9.711.38
14.6215.42
Sharpe Ratio
0.970.94
1.311.34
0.50.48
Treynor Ratio
9.7610.38
12.9415.73
6.716.54