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iShares Transportation Average ETF (IYT)

Cboe US - Cboe US Real-time price. Currency in USD
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65.82-0.84 (-1.26%)
At close: 04:00PM EDT
65.09 -0.73 (-1.11%)
After hours: 04:04PM EDT

Risk statistics

3 yearsIYTCategory average
5 yearsIYTCategory average
10 yearsIYTCategory average
Alpha
-2.73-0.95
-2.04-0.17
-0.391.15
BETA
1.321.16
1.261.22
1.211.17
Mean annual return
0.590.66
1.041.16
0.890.99
R-squared
82.2672.67
81.2478.4
71.8974.63
Standard deviation
24.222.71
24.7424.56
21.0620.06
Sharpe ratio
0.170.25
0.420.49
0.440.52
Treynor ratio
12.98
6.117.91
6.077.66