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Latest stubborn U.S. inflation reading will bring about more 'wait and see' from the Fed
iShares MSCI Emerging Markets Multifactor ETF (EMGF)
Cboe US - Cboe US Real Time Price. Currency in USD
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44.85
+0.50
(+1.13%)
As of 01:06PM EDT. Market open.
Summary
Chart
Conversations
Historical Data
Profile
Options
Holdings
Performance
Risk
Risk Statistics
3 Years
EMGF
Category Average
5 Years
EMGF
Category Average
10 Years
EMGF
Category Average
Alpha
-2.74
-5.68
-1.03
-2.21
0
-0.91
BETA
0.92
0.95
0.93
0.99
0
1
Mean Annual Return
0.04
-0.21
0.49
0.42
0
0.37
R-squared
83.82
77.77
80.67
79.48
0
76.88
Standard Deviation
16.47
17.81
18.14
19.62
0
17.17
Sharpe Ratio
-0.15
-0.29
0.21
0.15
0
0.17
Treynor Ratio
-4.14
-6.88
2.41
1.12
0
1.48
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