SOXX - iShares Semiconductor ETF

NasdaqGM - NasdaqGM Real Time Price. Currency in USD

Risk Statistics

3 YearsSOXXCategory Average
5 YearsSOXXCategory Average
10 YearsSOXXCategory Average
Alpha
5.659.46
12.315.86
12.215.19
BETA
1.531.1
1.431.05
1.341.04
Mean Annual Return
2.051.13
1.971.22
1.960.88
R-squared
71.0463.2
71.9162.13
64.372.67
Standard Deviation
31.1415.69
29.8515.41
24.2520.82
Sharpe Ratio
0.750.86
0.740.95
0.930.48
Treynor Ratio
13.4111.9
13.613.74
16.147.7