NYSEArca - Delayed Quote USD

iShares S&P 100 ETF (OEF)

284.71
+0.49
+(0.17%)
At close: May 22 at 4:00:00 PM EDT
289.94
+5.23
+(1.84%)
After hours: May 22 at 7:36:16 PM EDT

ETF Summary

The index measures the performance of the large-capitalization sector of the U.S. equity market. 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. The fund is non-diversified.

Risk Overview

Performance & Risk

YTD Return -1.39%
5y Average Return 17.42%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.99
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
OEFCategory AverageOEFCategory AverageOEFCategory Average
Alpha 1.89 -1.25 0.76 -0.73 0.89 -1.16
BETA 0.99 0.97 1.01 0.97 1 0.99
Mean Annual Return 1.22 0.95 1.4 1.23 1.14 0.96
R-squared 97.36 93.69 97.43 93.88 98.04 94.96
Standard Deviation 16.48 16.48 16.5 16.2 15.49 15.6
Sharpe Ratio 0.61 0.41 0.84 0.74 0.76 0.62
Treynor Ratio 9.57 5.99 13.56 11.84 11.28 8.99

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