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iShares MSCI USA Size Factor ETF (SIZE)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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135.00+0.73 (+0.54%)
As of 01:37PM EDT. Market open.

Risk Statistics

3 YearsSIZECategory Average
5 YearsSIZECategory Average
10 YearsSIZECategory Average
Alpha
-3.72-1.1
-3.54-0.96
-2.03-1.2
BETA
1.020.95
1.080.98
1.040.99
Mean Annual Return
0.740.91
1.111.21
0.991.01
R-squared
92.0493.93
92.7595.16
92.4795.05
Standard Deviation
18.6417.33
20.5618.46
16.4615.4
Sharpe Ratio
0.320.46
0.540.67
0.630.69
Treynor Ratio
4.417.21
8.9311.73
9.1810.12