Skip to search.
 TSX Down0.74% TSX Ventures 0.00%

iShares Dow Jones US Utilities (IDU)

-NYSEArca

97.79 May 23, 4:00PM EDT


Risk as of 2013-03-30Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIDUCategory
Alpha (against Standard Index)10.97N/A
Beta (against Standard Index)0.30N/A
Mean Annual Return1.16N/A
R-squared (against Standard Index)28.10N/A
Standard Deviation9.56N/A
Sharpe Ratio1.45N/A
5 Years
StatisticIDUCategory
Alpha (against Standard Index)3.53N/A
Beta (against Standard Index)0.48N/A
Mean Annual Return0.48N/A
R-squared (against Standard Index)47.07N/A
Standard Deviation14.36N/A
Sharpe Ratio0.38N/A
10 Years
StatisticIDUCategory
Alpha (against Standard Index)5.75N/A
Beta (against Standard Index)0.52N/A
Mean Annual Return0.97N/A
R-squared (against Standard Index)41.69N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio18.68N/A