SOXX - iShares PHLX Semiconductor ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsSOXXCategory Average
5 YearsSOXXCategory Average
10 YearsSOXXCategory Average
Alpha
11.49.46
11.465.86
7.475.19
Beta
1.581.1
1.41.05
1.251.04
Mean Annual Return
2.421.13
1.71.22
1.720.88
R-squared
61.8463.2
56.8962.13
58.9872.67
Standard Deviation
22.7815.69
21.815.41
21.9320.82
Sharpe Ratio
1.210.86
0.890.95
0.920.48
Treynor Ratio
17.9911.9
13.4213.74
15.467.7