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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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9.30-0.05 (-0.55%)
At close: 04:35PM BST

Risk statistics

3 yearsIUVL.LCategory average
5 yearsIUVL.LCategory average
10 yearsIUVL.LCategory average
Alpha
-5.73N/A
-3.31N/A
0N/A
BETA
1.15N/A
1.14N/A
0N/A
Mean annual return
0.26N/A
0.93N/A
0N/A
R-squared
93.92N/A
93.87N/A
0N/A
Standard deviation
19.1N/A
21.1N/A
0N/A
Sharpe ratio
0N/A
0.42N/A
0N/A
Treynor ratio
-1.65N/A
6.25N/A
0N/A