Skip to search.
 TSX Up0.84% TSX Ventures 0.00%

iShares Dow Jones US Financial Sector (IYF)

-NYSEArca

73.82 Up 0.91(1.25%) May 17, 4:00PM EDT


Risk as of 2013-03-30Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIYFCategory
Alpha (against Standard Index)-1.18N/A
Beta (against Standard Index)1.09N/A
Mean Annual Return0.77N/A
R-squared (against Standard Index)87.82N/A
Standard Deviation19.38N/A
Sharpe Ratio0.47N/A
5 Years
StatisticIYFCategory
Alpha (against Standard Index)-2.81N/A
Beta (against Standard Index)1.25N/A
Mean Annual Return0.22N/A
R-squared (against Standard Index)79.00N/A
Standard Deviation29.11N/A
Sharpe Ratio0.08N/A
10 Years
StatisticIYFCategory
Alpha (against Standard Index)-6.28N/A
Beta (against Standard Index)1.18N/A
Mean Annual Return0.42N/A
R-squared (against Standard Index)72.94N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio0.65N/A