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iShares Frontier and Select EM ETF (FM)
NYSEArca - Nasdaq Real-time price. Currency in USD
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27.56
+0.29
(+1.06%)
At close: 04:00PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
FM
Category average
5 years
FM
Category average
10 years
FM
Category average
Alpha
-0.24
-5.68
-1.56
-2.21
-1.54
-0.91
BETA
0.8
0.95
0.79
0.99
0.76
1
Mean annual return
0.24
-0.21
0.39
0.42
0.24
0.37
R-squared
69.45
77.77
64.55
79.48
55.94
76.88
Standard deviation
15.64
17.81
17.31
19.62
15.24
17.17
Sharpe ratio
0
-0.29
0.15
0.15
0.09
0.17
Treynor ratio
-1.54
-6.88
1.29
1.12
0.22
1.48
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