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iShares MSCI Emerging Markets Multifactor ETF (EMGF)

Cboe US - Cboe US Real Time Price. Currency in USD
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46.30+0.05 (+0.11%)
At close: 03:59PM EDT

Risk Statistics

3 YearsEMGFCategory Average
5 YearsEMGFCategory Average
10 YearsEMGFCategory Average
Alpha
-2.41-5.08
-0.29-1.72
0-0.69
BETA
0.910.94
0.930.99
01
Mean Annual Return
-0.05-0.28
0.490.39
00.36
R-squared
83.0177.13
80.5279.33
076.8
Standard Deviation
16.3317.73
18.1319.62
017.17
Sharpe Ratio
-0.23-0.35
0.20.13
00.16
Treynor Ratio
-5.53-8.01
2.270.66
01.33