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iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (SPMV.L)
LSE - LSE Delayed price. Currency in USD
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92.88
+0.24
(+0.25%)
At close: 04:27PM BST
Summary
Chart
Historical data
Profile
Options
Holdings
Performance
Risk
Risk statistics
3 years
SPMV.L
Category average
5 years
SPMV.L
Category average
10 years
SPMV.L
Category average
Alpha
-0.2
N/A
-1.49
N/A
0.63
N/A
BETA
0.79
N/A
0.81
N/A
0.8
N/A
Mean annual return
0.66
N/A
0.97
N/A
0.91
N/A
R-squared
88.02
N/A
90.18
N/A
87.86
N/A
Standard deviation
15.02
N/A
15.8
N/A
13.17
N/A
Sharpe ratio
0.31
N/A
0.6
N/A
0.71
N/A
Treynor ratio
4.81
N/A
10.72
N/A
11.17
N/A
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