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iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L)

LSE - LSE Delayed price. Currency in USD
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9.54-0.04 (-0.42%)
At close: 04:29PM BST

Risk statistics

3 yearsIUVL.LCategory average
5 yearsIUVL.LCategory average
10 yearsIUVL.LCategory average
Alpha
-5.38N/A
-3.62N/A
0N/A
BETA
1.15N/A
1.15N/A
0N/A
Mean annual return
0.26N/A
0.72N/A
0N/A
R-squared
93.86N/A
94.06N/A
0N/A
Standard deviation
19.09N/A
21.61N/A
0N/A
Sharpe ratio
0N/A
0.3N/A
0N/A
Treynor ratio
-1.55N/A
3.78N/A
0N/A