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iShares Edge MSCI Min Vol Japan ETF (JPMV)

NYSEArca - Nasdaq Real Time Price. Currency in USD
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60.38+0.03 (+0.05%)
As of 3:50PM EDT. Market open.

Risk Statistics

3 YearsJPMVCategory Average
5 YearsJPMVCategory Average
10 YearsJPMVCategory Average
Alpha
0.017.45
2.126.7
00.53
Beta
0.460.76
0.540.77
00.6
Mean Annual Return
0.170.58
0.370.85
00.24
R-squared
52.1648.25
5650.76
052.58
Standard Deviation
10.0614.04
10.6614.75
015.81
Sharpe Ratio
0.030.5
0.310.68
00.14
Treynor Ratio
-0.368.6
5.1912.36
01.92