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iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Acc) (IEVL.L)
LSE - LSE Delayed price. Currency in EUR
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8.85
+0.02
(+0.23%)
At close: 05:10PM BST
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
IEVL.L
Category average
5 years
IEVL.L
Category average
10 years
IEVL.L
Category average
Alpha
-1.02
N/A
0.45
N/A
0
N/A
BETA
1.09
N/A
1.07
N/A
0
N/A
Mean annual return
0.83
N/A
0.76
N/A
0
N/A
R-squared
97.25
N/A
98.14
N/A
0
N/A
Standard deviation
14.61
N/A
19.9
N/A
0
N/A
Sharpe ratio
0.59
N/A
0.43
N/A
0
N/A
Treynor ratio
7.3
N/A
6.41
N/A
0
N/A
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