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11.41
+0.38
(+3.45%)
At close: 04:00PM EDT
11.50
+0.09
(+0.78%)
After hours:
04:45PM EDT
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
SILJ
Category Average
5 Years
SILJ
Category Average
10 Years
SILJ
Category Average
Alpha
-9.51
-4.89
1.2
3.16
-1.45
-0.05
BETA
1.12
1.02
1.55
1.15
1.46
0.97
Mean Annual Return
-0.31
0.06
1.37
1.26
0.92
0.73
R-squared
24.4
25.83
35.97
30.6
20.46
15.82
Standard Deviation
37.53
33.29
46.07
37.11
47.8
36.62
Sharpe Ratio
-0.18
-0.07
0.31
0.35
0.2
0.2
Treynor Ratio
-11.62
-7.22
2.91
6.28
-0.62
1.24
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