NYSEArca - Nasdaq Real Time Price USD

iShares Russell 2000 ETF (IWM)

208.80 +0.72 (+0.35%)
As of 3:35 PM EDT. Market Open.

ETF Summary

The fund generally invests at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index (i.e., depositary receipts representing securities of the 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 3.93%
5y Average Return 7.78%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.07
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
IWMCategory AverageIWMCategory AverageIWMCategory Average
Alpha -10.77 -7.09 -7.52 -5.87 -5.71 -5.28
BETA 1.07 1 1.16 1.12 1.16 1.12
Mean Annual Return -0.09 0.19 0.71 0.81 0.75 0.75
R-squared 74.78 74.82 78.24 77.85 75.25 74.56
Standard Deviation 21.75 20.44 24.11 23.47 20.4 19.83
Sharpe Ratio -0.19 -0.04 0.26 0.32 0.37 0.38
Treynor Ratio -6 -2.88 3.04 4.44 4.87 5.14

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