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iShares US Small Cap Value Factor ETF (SVAL)

Cboe US - Cboe US Real-time price. Currency in USD
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28.88+0.23 (+0.80%)
At close: 03:56PM EDT

Risk statistics

3 yearsSVALCategory average
5 yearsSVALCategory average
10 yearsSVALCategory average
Alpha
-6.62-4.09
0-4.7
0-5.71
BETA
0.890.94
01.14
01.13
Mean annual return
0.40.64
01.09
00.77
R-squared
52.4864.22
070.2
067.26
Standard deviation
21.5620.52
025.07
020.92
Sharpe ratio
0.090.24
00.43
00.37
Treynor ratio
-0.433.21
07.14
05.13