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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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44.85+0.50 (+1.13%)
As of 01:06PM EDT. Market open.

Risk Statistics

3 YearsEMGFCategory Average
5 YearsEMGFCategory Average
10 YearsEMGFCategory Average
Alpha
-2.74-5.68
-1.03-2.21
0-0.91
BETA
0.920.95
0.930.99
01
Mean Annual Return
0.04-0.21
0.490.42
00.37
R-squared
83.8277.77
80.6779.48
076.88
Standard Deviation
16.4717.81
18.1419.62
017.17
Sharpe Ratio
-0.15-0.29
0.210.15
00.17
Treynor Ratio
-4.14-6.88
2.411.12
01.48