Mail

Canada markets open in 8 hours 56 minutes

S&P/TSX
21,728.55
+14.01(+0.06%)
S&P 500
5,018.39
-17.30(-0.34%)
DOW
37,903.29
+87.37(+0.23%)
CAD/USD
0.7286
+0.0005(+0.07%)
CRUDE OIL
79.49
+0.49(+0.62%)
Bitcoin CAD
79,010.90
-3,598.58(-4.36%)

iShares MSCI Intl Momentum Factor ETF (IMTM)

NYSEArca - NYSEArca Delayed Price. Currency in USD

Add to watchlist

37.55

-0.09

(-0.24%)

At close: 04:00PM EDT

Risk Statistics

3 YearsIMTMCategory Average

5 YearsIMTMCategory Average

10 YearsIMTMCategory Average

Alpha

3.08-1.37

3.761.42

01.62

BETA

0.961.13

0.861.02

00.99

Mean Annual Return

0.530.16

0.870.74

00.57

R-squared

86.9885.05

86.7584.22

084.12

Standard Deviation

16.8620.13

16.3619.57

016.24

Sharpe Ratio

0.2-0.04

0.510.35

00.33

Treynor Ratio

2.15-2.36

8.455.11

04.32