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iShares MSCI Kokusai ETF (TOK)

NYSEArca - Nasdaq Real-time price. Currency in USD
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115.97+0.86 (+0.75%)
At close: 03:59PM EDT

Risk statistics

3 yearsTOKCategory average
5 yearsTOKCategory average
10 yearsTOKCategory average
Alpha
1.61-0.9
1.1-1.01
0.97-0.29
BETA
1.050.97
1.050.96
1.030.95
Mean annual return
0.920.68
1.220.97
0.940.78
R-squared
98.9892.08
99.0992.93
98.9191.96
Standard deviation
17.4316.78
18.2517.4
15.3114.57
Sharpe ratio
0.420.26
0.670.53
0.630.53
Treynor ratio
5.83.26
10.828.46
8.637.33