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iShares Edge MSCI USA Momentum Factor UCITS ETF USD (Acc) (IUMO.L)
LSE - LSE Delayed price. Currency in USD
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14.25
+0.04
(+0.28%)
At close: 04:35PM BST
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
IUMO.L
Category average
5 years
IUMO.L
Category average
10 years
IUMO.L
Category average
Alpha
-1.74
N/A
-1.56
N/A
0
N/A
BETA
0.73
N/A
0.81
N/A
0
N/A
Mean annual return
0.57
N/A
1.12
N/A
0
N/A
R-squared
67
N/A
77.4
N/A
0
N/A
Standard deviation
19.48
N/A
19.34
N/A
0
N/A
Sharpe ratio
0.18
N/A
0.58
N/A
0
N/A
Treynor ratio
2.49
N/A
12.35
N/A
0
N/A
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