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 STI Down0.30%

iShares Dow Jones US Telecom (IYZ)

-NYSEArca

27.48 Up 0.07(0.26%) 04:00 SGT


Risk as of Mar 31, 2013Get Risk for:
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticIYZCategory
Alpha (against Standard Index)3.97N/A
Beta (against Standard Index)0.68N/A
Mean Annual Return0.87N/A
R-squared (against Standard Index)58.58N/A
Standard Deviation14.84N/A
Sharpe Ratio0.70N/A
5 Years
StatisticIYZCategory
Alpha (against Standard Index)2.68N/A
Beta (against Standard Index)0.80N/A
Mean Annual Return0.52N/A
R-squared (against Standard Index)64.46N/A
Standard Deviation20.68N/A
Sharpe Ratio0.29N/A
10 Years
StatisticIYZCategory
Alpha (against Standard Index)-0.30N/A
Beta (against Standard Index)0.82N/A
Mean Annual Return0.68N/A
R-squared (against Standard Index)57.44N/A
Standard DeviationN/AN/A
Sharpe RatioN/AN/A
Treynor Ratio6.11N/A