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iShares U.S. Small-Cap Equity Factor ETF (SMLF)

NYSEArca - NYSEArca Delayed Price. Currency in USD
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61.32+0.75 (+1.24%)
At close: 04:00PM EDT

Risk Statistics

3 YearsSMLFCategory Average
5 YearsSMLFCategory Average
10 YearsSMLFCategory Average
Alpha
-2.88-7.09
-4.31-5.87
0-5.28
BETA
1.081
1.111.12
01.12
Mean Annual Return
0.580.19
0.930.81
00.75
R-squared
79.9174.82
82.4477.85
074.56
Standard Deviation
21.3220.44
22.5823.47
019.83
Sharpe Ratio
0.18-0.04
0.40.32
00.38
Treynor Ratio
1.6-2.88
6.064.44
05.14