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iShares US Small Cap Value Factor ETF (SVAL)

Cboe US - Cboe US Real Time Price. Currency in USD

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28.64

-0.43

(-1.49%)

At close: 03:57PM EDT

Risk Statistics

3 YearsSVALCategory Average

5 YearsSVALCategory Average

10 YearsSVALCategory Average

Alpha

-7.37-5.76

0-5.52

0-6.19

BETA

0.920.95

01.12

01.12

Mean Annual Return

0.260.41

00.99

00.72

R-squared

55.565

068.05

067.04

Standard Deviation

21.8220.89

024.62

021.05

Sharpe Ratio

-0.010.08

00.39

00.33

Treynor Ratio

-2.84-0.48

06.26

04.4