iShares Dow Jones US ETF (IYY)

144.27 +1.55 (+1.09%) USD  |  NYSEARCA  |  Dec 20, 16:00
147.11 +2.84 (+1.97%) After-Hours: 20:00
More

IYY Historical Sharpe Ratio (Since Inception)

Historical Sharpe Ratio (Since Inception) Chart

View Historical Sharpe Ratio (Since Inception) for IYY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Historical Sharpe Ratio (Since Inception) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Historical Sharpe Ratio Definition

View Historical Sharpe Ratio Definition
Start Trial

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (Since Inception) Range, Past 5 Years

View Historical Sharpe Ratio (Since Inception) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Historical Sharpe Ratio (Since Inception) Benchmarks

View Historical Sharpe Ratio (Since Inception) Benchmarks
Start Trial
iShares Russell Top 200 ETF Upgrade
iShares MSCI KLD 400 Social ETF Upgrade
iShares Russell 1000 ETF Upgrade
iShares Morningstar US Equity ETF Upgrade
iShares MSCI USA ESG Select ETF Upgrade

Historical Sharpe Ratio (Since Inception) Related Metrics

Alpha (Since Inception) Upgrade
Beta (Since Inception) Upgrade
Alpha (vs YCharts Benchmark) (Since Inception) Upgrade
Beta (vs YCharts Benchmark) (Since Inception) Upgrade
Annualized Standard Deviation of Monthly Returns (Since Inception) Upgrade
Historical Sortino (Since Inception) Upgrade
Max Drawdown (Since Inception) Upgrade
Monthly Value at Risk (VaR) 5% (Since Inception) Upgrade