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iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV)

Cboe US - Cboe US Delayed price. Currency in USD
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37.74+0.05 (+0.13%)
At close: 04:00PM EDT

Risk statistics

3 yearsSMMVCategory average
5 yearsSMMVCategory average
10 yearsSMMVCategory average
Alpha
-6.64-7.09
-6.76-5.87
0-5.28
BETA
0.681
0.781.12
01.12
Mean annual return
0.060.19
0.40.81
00.75
R-squared
79.6874.82
79.177.85
074.56
Standard deviation
13.4220.44
16.2323.47
019.83
Sharpe ratio
-0.18-0.04
0.160.32
00.38
Treynor ratio
-4.9-2.88
1.624.44
05.14