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iShares MSCI Intl Small-Cap Multifactor ETF (ISCF)
NYSEArca - Nasdaq Real-time price. Currency in USD
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33.75
+0.34
(+1.02%)
As of 02:34PM EDT. Market open.
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
ISCF
Category average
5 years
ISCF
Category average
10 years
ISCF
Category average
Alpha
-0.63
-2.12
0.27
-0.35
0
0.2
BETA
1.06
1.06
1.06
1.1
0
1.05
Mean annual return
0.08
-0.05
0.58
0.54
0
0.45
R-squared
92.19
90.84
92.17
91.7
0
89.8
Standard deviation
17.99
18.3
19.38
20.17
0
16.65
Sharpe ratio
-0.12
-0.2
0.25
0.22
0
0.23
Treynor ratio
-3.56
-4.84
2.83
2.21
0
2.4
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