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iShares MSCI USA Min Vol Factor ETF (USMV)

Cboe US - Cboe US Delayed Price. Currency in USD
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81.60+0.49 (+0.60%)
At close: 04:00PM EDT
81.60 0.00 (0.00%)
After hours: 05:52PM EDT

Risk Statistics

3 YearsUSMVCategory Average
5 YearsUSMVCategory Average
10 YearsUSMVCategory Average
Alpha
-1.32-1.27
-2.34-1.02
0.7-1.16
BETA
0.740.96
0.750.98
0.740.99
Mean Annual Return
0.530.65
0.731.07
0.880.97
R-squared
85.6793.97
85.9495.24
83.4795.13
Standard Deviation
14.0917.4
14.8618.57
12.2815.48
Sharpe Ratio
0.230.27
0.440.58
0.740.66
Treynor Ratio
3.263.46
7.79.77
11.939.57