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iShares Russell 2500 ETF (SMMD)

Cboe US - Cboe US Delayed price. Currency in USD
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62.74+0.70 (+1.13%)
At close: 03:59PM EDT

Risk statistics

3 yearsSMMDCategory average
5 yearsSMMDCategory average
10 yearsSMMDCategory average
Alpha
-8.25-7.09
-5.76-5.87
0-5.28
BETA
1.061
1.141.12
01.12
Mean annual return
0.120.19
0.840.81
00.75
R-squared
8174.82
83.5877.85
074.56
Standard deviation
20.7920.44
23.0723.47
019.83
Sharpe ratio
-0.08-0.04
0.340.32
00.38
Treynor ratio
-3.56-2.88
4.784.44
05.14