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iShares U.S. Small-Cap Equity Factor ETF (SMLF)
NYSEArca - Nasdaq Real-time price. Currency in USD
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62.33
+0.51
(+0.82%)
At close: 03:59PM EDT
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SMLF
Category average
5 years
SMLF
Category average
10 years
SMLF
Category average
Alpha
-2.88
-7.09
-4.31
-5.87
0
-5.28
BETA
1.08
1
1.11
1.12
0
1.12
Mean annual return
0.58
0.19
0.93
0.81
0
0.75
R-squared
79.91
74.82
82.44
77.85
0
74.56
Standard deviation
21.32
20.44
22.58
23.47
0
19.83
Sharpe ratio
0.18
-0.04
0.4
0.32
0
0.38
Treynor ratio
1.6
-2.88
6.06
4.44
0
5.14
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