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iShares Russell 1000 ETF (IWB)

320.20
+9.96
+(3.21%)
As of 2:33:03 PM EDT. Market Open.

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.

Risk Overview

Performance & Risk

YTD Return -4.05%
5y Average Return 15.73%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.02
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
IWBCategory AverageIWBCategory AverageIWBCategory Average
Alpha -0.5 -1.25 -0.49 -0.73 -0.55 -1.16
BETA 1.02 0.97 1.02 0.97 1.02 0.99
Mean Annual Return 1.04 0.95 1.3 1.23 1.04 0.96
R-squared 99.72 93.69 99.63 93.88 99.72 94.96
Standard Deviation 16.66 16.48 16.46 16.2 15.71 15.6
Sharpe Ratio 0.47 0.41 0.78 0.74 0.67 0.62
Treynor Ratio 6.9 5.99 12.18 11.84 9.69 8.99

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