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iShares Emerging Markets Equity Factor ETF (EMGF)

Cboe US - Cboe US Delayed price. Currency in USD
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47.74+0.21 (+0.44%)
At close: 03:59PM EDT

Risk statistics

3 yearsEMGFCategory average
5 yearsEMGFCategory average
10 yearsEMGFCategory average
Alpha
-1.2-4.8
0.63-1.28
0-0.72
BETA
0.910.95
0.910.99
01
Mean annual return
0.06-0.25
0.590.46
00.35
R-squared
82.4476.76
79.1978.19
076.45
Standard deviation
16.4817.79
17.6819.33
017.17
Sharpe ratio
-0.16-0.34
0.270.17
00.15
Treynor ratio
-4.42-7.99
3.721.49
01.13