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iShares Global Consumer Discretionary ETF (RXI)

NYSEArca - Nasdaq Real-time price. Currency in USD
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164.60+0.75 (+0.46%)
At close: 02:06PM EDT

Risk statistics

3 yearsRXICategory average
5 yearsRXICategory average
10 yearsRXICategory average
Alpha
-4.68-5.59
-2.78-0.74
-0.390.92
BETA
1.21.29
1.161.33
1.141.24
Mean annual return
0.110.05
0.771.06
0.80.98
R-squared
84.573.01
89.1677.35
88.5474.04
Standard deviation
21.5825.21
21.9127.25
17.921.51
Sharpe ratio
-0.08-0.08
0.320.39
0.450.48
Treynor ratio
-3.35-3.89
4.25.6
6.016.89