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iShares MSCI USA Momentum Factor ETF (MTUM)

Cboe US - Cboe US Real Time Price. Currency in USD
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176.40+1.11 (+0.63%)
As of 11:12AM EDT. Market open.

Risk Statistics

3 YearsMTUMCategory Average
5 YearsMTUMCategory Average
10 YearsMTUMCategory Average
Alpha
-3.71-3.69
-1.32-0.43
1.42-0.12
BETA
0.951.12
0.921.06
0.921.06
Mean Annual Return
0.690.83
1.111.35
1.161.17
R-squared
75.0286.95
78.5587.4
78.7887.04
Standard Deviation
19.3421.48
19.120.98
15.7517.34
Sharpe Ratio
0.280.35
0.590.68
0.790.73
Treynor Ratio
3.864.68
10.9112.1
12.9511.11