RXI - iShares Global Consumer Discretionary ETF

NYSEArca - NYSEArca Delayed Price. Currency in USD

Risk Statistics

3 YearsRXICategory Average
5 YearsRXICategory Average
10 YearsRXICategory Average
Alpha
1.040.52
2.654.97
3.913.29
Beta
1.120.99
1.090.96
1.030.95
Mean Annual Return
0.960.35
0.771.09
1.110.69
R-squared
90.6959.74
88.9960.32
89.0661.92
Standard Deviation
13.3714.63
13.6814.55
14.5121.28
Sharpe Ratio
0.740.32
0.60.92
0.880.38
Treynor Ratio
8.483.61
6.9513.7
12.15.89